-4.4%
LQD vs JBHT
+22.5%
-27.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.4% |
| 7D | -1.6% | +7.0% | -8.7% | -2.0% |
| 30D | +0.5% | +0.5% | 0.0% | +0.5% |
| 3M | -2.3% | -17.4% | +15.0% | -1.4% |
| 6M | -3.1% | -1.7% | -1.3% | -3.2% |
| YTD | -3.0% | +20.7% | -23.7% | -4.5% |
| 1Y | -2.6% | +41.1% | -43.6% | -5.0% |
| 3Y | +15.2% | +38.0% | -22.8% | +11.7% |
| All | -4.4% | +22.5% | -27.0% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling