+72.0%
LMT vs JBHT
+58.3%
+13.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.3% | -1.6% |
| 7D | -6.3% | +4.9% | -11.1% | -6.5% |
| 30D | -8.5% | +0.6% | -9.1% | -8.6% |
| 3M | +1.8% | -3.2% | +5.0% | +1.9% |
| 6M | -19.9% | +17.0% | -36.9% | -20.7% |
| YTD | +10.6% | +41.7% | -31.1% | +8.1% |
| 1Y | +17.9% | +90.0% | -72.0% | +12.9% |
| 3Y | +27.0% | +47.0% | -20.0% | +23.5% |
| All | +72.0% | +58.3% | +13.7% | +60.4% |
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