+313.3%
LOW vs JBHT
+192.0%
+121.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.1% | +0.3% | +2.0% |
| 7D | +6.4% | +0.4% | +6.0% | +6.2% |
| 30D | +25.6% | -2.0% | +27.5% | +26.6% |
| 3M | +4.6% | -16.3% | +20.9% | +11.8% |
| 6M | +2.5% | -8.2% | +10.8% | +4.4% |
| YTD | -1.6% | +16.3% | -17.9% | -10.6% |
| 1Y | +1.7% | +32.2% | -30.5% | -13.0% |
| 3Y | +29.4% | +34.4% | -5.0% | +5.1% |
| 5Y | +9.6% | +20.3% | -10.7% | -8.9% |
| 10Y | +313.3% | +185.2% | +128.1% | +103.2% |
| All | +313.3% | +192.0% | +121.3% | +103.2% |
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