+185.6%
LQD vs JBHT
+4,199.3%
-4,013.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -1.5% | +4.2% | -5.7% | -1.6% |
| 30D | +0.9% | -0.4% | +1.3% | +0.9% |
| 3M | -1.7% | -17.3% | +15.6% | -1.5% |
| 6M | -2.8% | -3.5% | +0.7% | -2.8% |
| YTD | -2.8% | +18.0% | -20.8% | -3.0% |
| 1Y | -2.8% | +35.5% | -38.3% | -3.2% |
| 3Y | +15.5% | +34.8% | -19.3% | +14.9% |
| 5Y | -4.9% | +19.7% | -24.7% | -5.5% |
| 10Y | +24.9% | +178.0% | -153.1% | +24.3% |
| All | +185.6% | +4,199.3% | -4,013.7% | +210.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling