+4.1%
LVS vs JBHT
+272.5%
-268.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -1.5% |
| 7D | -1.5% | +4.9% | -6.4% | -3.5% |
| 30D | -3.2% | +0.6% | -3.8% | -3.8% |
| 3M | -12.0% | -3.2% | -8.8% | -11.5% |
| 6M | -19.9% | +17.0% | -36.8% | -26.3% |
| YTD | -30.6% | +41.7% | -72.3% | -41.4% |
| 1Y | -17.7% | +90.0% | -107.7% | -40.1% |
| 3Y | -14.2% | +47.0% | -61.2% | -31.7% |
| 5Y | +9.6% | +58.3% | -48.7% | -18.0% |
| All | +4.1% | +272.5% | -268.4% | -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