+35.0%
LUNR vs JBHT
+18.6%
+16.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | 0.0% | +7.0% | +7.0% |
| 7D | +51.2% | +4.2% | +47.0% | +50.1% |
| 30D | +7.0% | -0.4% | +7.4% | +7.2% |
| 3M | -23.1% | -17.3% | -5.8% | -20.8% |
| 6M | -59.4% | -3.5% | -55.9% | -59.2% |
| YTD | -19.7% | +18.0% | -37.8% | -21.0% |
| 1Y | +39.5% | +35.5% | +4.0% | +36.0% |
| 3Y | +357.2% | +34.8% | +322.4% | +324.5% |
| All | +35.0% | +18.6% | +16.5% | +26.3% |
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