-9.5%
LVS vs JBHT
+38.8%
-48.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.3% | +0.4% | +2.0% |
| 7D | -0.8% | +7.0% | -7.9% | -2.8% |
| 30D | +10.0% | +0.5% | +9.5% | +9.7% |
| 3M | -11.0% | -17.4% | +6.3% | -6.4% |
| 6M | -20.1% | -1.7% | -18.4% | -21.3% |
| YTD | -36.3% | +20.7% | -57.1% | -42.0% |
| 1Y | -36.8% | +41.1% | -77.9% | -45.6% |
| 3Y | -9.5% | +38.0% | -47.5% | -26.3% |
| All | -9.5% | +38.8% | -48.3% | -26.3% |
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