+24.8%
LUNR vs JBHT
+16.8%
+7.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +3.1% | +11.9% | +14.4% |
| 7D | +22.1% | +0.4% | +21.7% | +22.2% |
| 30D | -8.7% | -2.0% | -6.8% | -8.3% |
| 3M | -26.6% | -16.3% | -10.3% | -24.4% |
| 6M | -58.4% | -8.2% | -50.2% | -57.9% |
| YTD | -25.8% | +16.3% | -42.1% | -26.8% |
| 1Y | +25.5% | +32.2% | -6.7% | +22.8% |
| 3Y | +300.0% | +34.4% | +265.6% | +274.4% |
| All | +24.8% | +16.8% | +7.9% | +17.0% |
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 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