-31.8%
LVS vs JBHT
+34.8%
-66.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.1% | +5.4% | +6.3% |
| 7D | +13.4% | +1.7% | +11.7% | +13.1% |
| 30D | +12.2% | -1.2% | +13.4% | +12.4% |
| 3M | -10.7% | -17.1% | +6.4% | -8.0% |
| 6M | -19.8% | -4.4% | -15.4% | -21.4% |
| YTD | -35.8% | +17.5% | -53.3% | -42.0% |
| 1Y | -31.8% | +32.6% | -64.4% | -40.2% |
| All | -31.8% | +34.8% | -66.6% | -40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling