+104.2%
LMT vs JBHT
+21.8%
+82.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.7% | +2.5% |
| 7D | -5.6% | +0.9% | -6.5% | -5.7% |
| 30D | +18.4% | -1.1% | +19.5% | +18.4% |
| 3M | +0.6% | -14.8% | +15.4% | +1.1% |
| 6M | +20.6% | -7.4% | +28.0% | +20.6% |
| YTD | +27.0% | +17.3% | +9.6% | +25.1% |
| 1Y | +36.9% | +35.3% | +1.5% | +33.7% |
| 3Y | +46.9% | +33.9% | +12.9% | +42.9% |
| 5Y | +104.2% | +22.5% | +81.7% | +91.7% |
| All | +104.2% | +21.8% | +82.4% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling