+10,808.2%
LSCC vs JBHT
+11,637.0%
-828.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +0.8% |
| 7D | +1.3% | +4.9% | -3.6% | -0.7% |
| 30D | -9.7% | +0.6% | -10.2% | -9.9% |
| 3M | -23.7% | -3.2% | -20.5% | -22.8% |
| 6M | +26.5% | +17.0% | +9.5% | +18.1% |
| YTD | +57.5% | +41.7% | +15.9% | +35.5% |
| 1Y | +75.7% | +90.0% | -14.3% | +31.2% |
| 3Y | +19.5% | +47.0% | -27.5% | -0.6% |
| 5Y | +83.8% | +58.3% | +25.5% | +48.5% |
| 10Y | +1,772.4% | +273.9% | +1,498.5% | +934.1% |
| All | +10,808.2% | +11,637.0% | -828.8% | +1,647.0% |
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