+1,147.2%
LSCC vs JBHT
+194.3%
+952.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.6% | -5.0% | -6.7% |
| 7D | -4.8% | -1.4% | -3.4% | -3.9% |
| 30D | -27.1% | -3.1% | -24.0% | -26.0% |
| 3M | -23.6% | -19.5% | -4.1% | -15.1% |
| 6M | -19.8% | -9.6% | -10.2% | -17.0% |
| YTD | +33.2% | +13.3% | +19.9% | +21.4% |
| 1Y | +55.2% | +29.7% | +25.6% | +31.2% |
| 3Y | +70.1% | +28.3% | +41.8% | +40.6% |
| 5Y | +19.5% | +18.5% | +1.1% | +1.7% |
| All | +1,147.2% | +194.3% | +952.9% | +624.5% |
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