+1,751.4%
LSCC vs JBHT
+272.5%
+1,478.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +0.5% |
| 7D | +1.3% | +4.9% | -3.6% | -1.3% |
| 30D | -9.7% | +0.6% | -10.2% | -10.0% |
| 3M | -23.7% | -3.2% | -20.5% | -22.6% |
| 6M | +26.5% | +17.0% | +9.5% | +15.3% |
| YTD | +57.5% | +41.7% | +15.9% | +29.0% |
| 1Y | +75.7% | +90.0% | -14.3% | +19.4% |
| 3Y | +19.5% | +47.0% | -27.5% | -7.5% |
| 5Y | +83.8% | +58.3% | +25.5% | +36.3% |
| All | +1,751.4% | +272.5% | +1,478.9% | +980.5% |
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