-11.7%
LVS vs JBHT
+27.4%
-39.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +11.1% | -1.6% | +12.7% | +11.6% |
| 30D | +14.7% | -2.3% | +17.0% | +15.3% |
| 3M | -10.9% | -18.5% | +7.5% | -6.2% |
| 6M | -22.3% | -11.3% | -11.1% | -21.0% |
| YTD | -35.8% | +12.6% | -48.4% | -40.3% |
| 1Y | -33.5% | +29.8% | -63.2% | -41.2% |
| 3Y | -11.7% | +28.1% | -39.8% | -26.9% |
| All | -11.7% | +27.4% | -39.1% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling