-10.5%
LVS vs JBHT
+31.9%
-42.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.5% | -2.3% |
| 7D | +5.2% | +0.4% | +4.7% | +5.0% |
| 30D | +12.0% | -2.0% | +13.9% | +12.5% |
| 3M | -11.5% | -16.3% | +4.8% | -7.5% |
| 6M | -23.2% | -8.2% | -15.0% | -22.7% |
| YTD | -36.7% | +16.3% | -53.0% | -41.6% |
| 1Y | -36.8% | +32.2% | -69.0% | -44.4% |
| 3Y | -10.5% | +34.4% | -44.9% | -25.9% |
| All | -10.5% | +31.9% | -42.4% | -25.9% |
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