+224.5%
LOW vs JBHT
+272.5%
-48.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | 0.0% |
| 7D | -1.7% | +4.9% | -6.6% | -3.8% |
| 30D | -7.0% | +0.6% | -7.6% | -7.6% |
| 3M | -0.9% | -3.2% | +2.3% | -0.1% |
| 6M | -20.1% | +17.0% | -37.0% | -26.5% |
| YTD | -13.9% | +41.7% | -55.6% | -27.7% |
| 1Y | -21.1% | +90.0% | -111.1% | -43.3% |
| 3Y | -6.6% | +47.0% | -53.6% | -26.2% |
| 5Y | +9.4% | +58.3% | -49.0% | -19.8% |
| All | +224.5% | +272.5% | -48.0% | +44.7% |
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 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