+12,377.7%
LMT vs JBHT
+9,288.5%
+3,089.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.6% | +0.4% | -2.7% |
| 7D | -10.5% | -1.4% | -9.1% | -10.3% |
| 30D | +12.9% | -3.1% | +16.0% | +13.3% |
| 3M | +0.4% | -19.5% | +19.9% | +2.7% |
| 6M | +14.7% | -9.6% | +24.2% | +15.4% |
| YTD | +21.3% | +13.3% | +8.0% | +18.4% |
| 1Y | +24.9% | +29.7% | -4.8% | +19.8% |
| 3Y | +37.7% | +28.3% | +9.4% | +30.3% |
| 5Y | +93.8% | +18.5% | +75.3% | +83.1% |
| 10Y | +217.5% | +198.1% | +19.4% | +165.8% |
| All | +12,377.7% | +9,288.5% | +3,089.2% | +8,741.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling