+53.5%
LUNR vs JBHT
+42.3%
+11.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +0.3% |
| 7D | -3.6% | +4.9% | -8.5% | -4.4% |
| 30D | +5.9% | +0.6% | +5.3% | +5.9% |
| 3M | -56.0% | -3.2% | -52.8% | -55.7% |
| 6M | -20.5% | +17.0% | -37.4% | -22.6% |
| YTD | -8.7% | +41.7% | -50.4% | -12.7% |
| 1Y | +75.9% | +90.0% | -14.1% | +65.2% |
| 3Y | +202.9% | +47.0% | +155.9% | +160.8% |
| All | +53.5% | +42.3% | +11.2% | +39.6% |
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 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