-10.9%
LVS vs JBHT
+186.6%
-197.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.2% |
| 7D | +6.7% | +0.9% | +5.8% | +6.2% |
| 30D | +13.8% | -1.1% | +14.9% | +14.1% |
| 3M | -9.5% | -14.8% | +5.3% | -4.5% |
| 6M | -22.0% | -7.4% | -14.6% | -21.3% |
| YTD | -35.7% | +17.3% | -53.0% | -41.9% |
| 1Y | -36.7% | +35.3% | -72.0% | -46.4% |
| 3Y | -8.8% | +33.9% | -42.8% | -25.5% |
| 5Y | +9.5% | +22.5% | -13.0% | -8.9% |
| 10Y | -10.9% | +181.3% | -192.3% | -48.4% |
| All | -10.9% | +186.6% | -197.5% | -48.4% |
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