+89.7%
LMT vs JBHT
+17.1%
+72.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.6% |
| 7D | -11.0% | -1.6% | -9.4% | -10.9% |
| 30D | +13.6% | -2.3% | +15.9% | +13.7% |
| 3M | -2.1% | -18.5% | +16.4% | -1.5% |
| 6M | +11.7% | -11.3% | +22.9% | +11.9% |
| YTD | +19.4% | +12.6% | +6.8% | +17.8% |
| 1Y | +24.1% | +29.8% | -5.7% | +21.4% |
| 3Y | +36.2% | +28.1% | +8.1% | +32.7% |
| All | +89.7% | +17.1% | +72.6% | +78.7% |
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