-37.7%
LVS vs JBHT
+31.8%
-69.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.5% | -1.9% |
| 7D | +5.2% | +0.2% | +5.0% | +5.1% |
| 30D | +12.0% | -2.2% | +14.2% | +12.4% |
| 3M | -11.5% | -16.5% | +5.0% | -9.1% |
| 6M | -23.2% | -8.4% | -14.8% | -23.9% |
| YTD | -36.7% | +16.1% | -52.7% | -43.3% |
| All | -37.7% | +31.8% | -69.5% | -46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling