-11.8%
LVS vs JBHT
+176.2%
-188.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -3.9% | +4.2% | -8.1% | -5.5% |
| 30D | +7.1% | -0.4% | +7.4% | +7.0% |
| 3M | -13.2% | -17.3% | +4.1% | -7.2% |
| 6M | -22.8% | -3.5% | -19.3% | -23.5% |
| YTD | -38.0% | +18.0% | -56.1% | -44.1% |
| 1Y | -39.5% | +35.5% | -75.0% | -48.8% |
| 3Y | -12.2% | +34.8% | -46.9% | -28.4% |
| 5Y | +6.4% | +19.7% | -13.3% | -10.5% |
| All | -11.8% | +176.2% | -188.0% | -49.6% |
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