+679.5%
LNG vs JBHT
+192.4%
+487.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -15.9% | -1.6% | -14.3% | -15.6% |
| 30D | +2.1% | -2.3% | +4.4% | +2.5% |
| 3M | +4.8% | -18.5% | +23.3% | +8.8% |
| 6M | +6.8% | -11.3% | +18.1% | +8.4% |
| YTD | +44.0% | +12.6% | +31.4% | +37.5% |
| 1Y | +34.9% | +29.8% | +5.2% | +24.2% |
| 3Y | +67.3% | +28.1% | +39.2% | +49.6% |
| 5Y | +170.1% | +17.7% | +152.4% | +141.5% |
| All | +679.5% | +192.4% | +487.1% | +418.6% |
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 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