+107.5%
LUV vs JBHT
+38.8%
+68.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -1.5% |
| 7D | +1.1% | +7.0% | -5.9% | -1.4% |
| 30D | +14.2% | +0.5% | +13.7% | +14.0% |
| 3M | +0.6% | -17.4% | +18.0% | +7.2% |
| 6M | +15.1% | -1.7% | +16.8% | +13.7% |
| YTD | +10.2% | +20.7% | -10.5% | +0.1% |
| 1Y | +38.4% | +41.1% | -2.6% | +18.7% |
| 3Y | +107.5% | +38.0% | +69.5% | +59.1% |
| All | +107.5% | +38.8% | +68.7% | +59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling