+293.9%
LRCX vs JBHT
+21.4%
+272.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +26.2% | +4.2% | +22.1% | +23.6% |
| 30D | -22.4% | -0.4% | -22.0% | -22.2% |
| 3M | -28.2% | -17.3% | -10.9% | -21.2% |
| 6M | -19.0% | -3.5% | -15.5% | -18.8% |
| YTD | +37.0% | +18.0% | +18.9% | +21.7% |
| 1Y | +45.5% | +35.5% | +10.0% | +19.7% |
| 3Y | +249.7% | +34.8% | +214.9% | +175.2% |
| 5Y | +293.9% | +19.7% | +274.1% | +218.4% |
| All | +293.9% | +21.4% | +272.4% | +218.4% |
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 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