+41.6%
LVS vs JBHT
+1,250.5%
-1,208.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +4.0% | +2.6% |
| 7D | +11.4% | -1.4% | +12.8% | +12.3% |
| 30D | +13.6% | -3.1% | +16.7% | +15.5% |
| 3M | -10.0% | -19.5% | +9.5% | +0.8% |
| 6M | -20.6% | -9.6% | -11.0% | -18.4% |
| YTD | -35.5% | +13.3% | -48.8% | -43.2% |
| 1Y | -32.9% | +29.7% | -62.6% | -46.0% |
| 3Y | -10.3% | +28.3% | -38.6% | -32.2% |
| 5Y | +3.1% | +18.5% | -15.4% | -21.3% |
| 10Y | -11.4% | +198.1% | -209.5% | -69.3% |
| All | +41.6% | +1,250.5% | -1,208.9% | -82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling