-60.2%
LUNR vs JBHT
-11.5%
-48.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.5% | -0.7% | +22.1% | +21.7% |
| 7D | -1.9% | -1.6% | -0.3% | -1.1% |
| 30D | -27.3% | -2.3% | -25.1% | -26.6% |
| 3M | -29.9% | -18.5% | -11.4% | -25.5% |
| 6M | -60.2% | -11.3% | -49.0% | -54.1% |
| All | -60.2% | -11.5% | -48.8% | -54.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling