-11.6%
LVS vs JBHT
+192.4%
-203.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | +11.1% | -1.6% | +12.7% | +11.8% |
| 30D | +14.7% | -2.3% | +17.0% | +15.6% |
| 3M | -10.9% | -18.5% | +7.5% | -4.3% |
| 6M | -22.3% | -11.3% | -11.1% | -20.2% |
| YTD | -35.8% | +12.6% | -48.4% | -41.0% |
| 1Y | -33.5% | +29.8% | -63.2% | -42.6% |
| 3Y | -11.7% | +28.1% | -39.8% | -26.4% |
| 5Y | +2.6% | +17.7% | -15.1% | -13.2% |
| All | -11.6% | +192.4% | -203.9% | -47.0% |
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