-11.3%
LVS vs JBHT
+183.5%
-194.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.1% | -1.7% |
| 7D | -1.3% | +0.5% | -1.7% | -1.5% |
| 30D | +12.2% | -0.1% | +12.3% | +12.0% |
| 3M | -11.3% | -14.0% | +2.7% | -6.7% |
| 6M | -21.6% | -5.1% | -16.5% | -21.7% |
| YTD | -36.6% | +18.0% | -54.6% | -42.8% |
| 1Y | -38.4% | +36.5% | -74.9% | -48.0% |
| 3Y | -10.2% | +34.8% | -44.9% | -26.8% |
| 5Y | +9.4% | +21.4% | -12.0% | -8.6% |
| 10Y | -11.3% | +178.0% | -189.3% | -49.0% |
| All | -11.3% | +183.5% | -194.8% | -49.0% |
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