+22.4%
LUNR vs JBHT
+17.8%
+4.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.1% |
| 7D | +12.7% | +0.9% | +11.8% | +12.6% |
| 30D | -10.5% | -1.1% | -9.4% | -10.2% |
| 3M | -25.2% | -14.8% | -10.4% | -23.2% |
| 6M | -59.2% | -7.4% | -51.8% | -58.8% |
| YTD | -27.2% | +17.3% | -44.6% | -28.3% |
| 1Y | +19.7% | +35.3% | -15.7% | +16.8% |
| 3Y | +314.4% | +33.9% | +280.4% | +285.2% |
| All | +22.4% | +17.8% | +4.6% | +14.6% |
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