+293.0%
LOW vs JBHT
+182.5%
+110.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.9% |
| 7D | +1.4% | +7.0% | -5.6% | -1.6% |
| 30D | +21.7% | +0.5% | +21.2% | +21.3% |
| 3M | +5.0% | -17.4% | +22.4% | +13.1% |
| 6M | +4.6% | -1.7% | +6.3% | +3.2% |
| YTD | -3.5% | +20.7% | -24.2% | -13.8% |
| 1Y | +0.5% | +41.1% | -40.5% | -16.5% |
| 3Y | +24.8% | +38.0% | -13.2% | +0.2% |
| 5Y | +6.5% | +22.5% | -16.0% | -12.0% |
| All | +293.0% | +182.5% | +110.5% | +95.1% |
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