-11.1%
LUV vs JBHT
+58.3%
-69.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.5% | +1.2% |
| 7D | +0.4% | +4.9% | -4.5% | -1.5% |
| 30D | -18.4% | +0.6% | -19.0% | -18.8% |
| 3M | -3.2% | -3.2% | 0.0% | -2.5% |
| 6M | -14.8% | +17.0% | -31.8% | -20.8% |
| YTD | -2.9% | +41.7% | -44.5% | -16.4% |
| 1Y | +29.6% | +90.0% | -60.4% | -1.7% |
| 3Y | +35.2% | +47.0% | -11.8% | +10.3% |
| All | -11.1% | +58.3% | -69.3% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling