+584.2%
LNG vs JBHT
+273.4%
+310.7%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.2% |
| 7D | +3.4% | +4.9% | -1.5% | +2.3% |
| 30D | +14.9% | +0.6% | +14.3% | +14.5% |
| 3M | +21.4% | -3.2% | +24.6% | +21.8% |
| 6M | +17.8% | +17.0% | +0.9% | +12.7% |
| YTD | +51.3% | +41.7% | +9.6% | +38.2% |
| 1Y | +24.4% | +90.0% | -65.6% | +4.7% |
| 3Y | +79.7% | +47.0% | +32.7% | +57.8% |
| 5Y | +241.3% | +58.3% | +183.0% | +184.7% |
| All | +584.2% | +273.4% | +310.7% | +323.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling