+18.8%
LUV vs JBHT
+182.6%
-163.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | +4.8% | -1.6% | +6.4% | +5.6% |
| 30D | +6.5% | -2.3% | +8.8% | +7.6% |
| 3M | -4.9% | -18.5% | +13.6% | +3.0% |
| 6M | +8.1% | -11.3% | +19.3% | +11.9% |
| YTD | +9.0% | +12.6% | -3.6% | +1.0% |
| 1Y | +43.6% | +29.8% | +13.8% | +24.9% |
| 3Y | +101.4% | +28.1% | +73.3% | +69.1% |
| 5Y | -7.3% | +17.7% | -25.0% | -21.2% |
| All | +18.8% | +182.6% | -163.9% | -36.9% |
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