+52.3%
LVS vs JBHT
+1,588.3%
-1,536.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -2.1% |
| 7D | -1.5% | +4.9% | -6.4% | -4.5% |
| 30D | -3.2% | +0.6% | -3.8% | -4.1% |
| 3M | -12.0% | -3.2% | -8.8% | -11.5% |
| 6M | -19.9% | +17.0% | -36.8% | -29.4% |
| YTD | -30.6% | +41.7% | -72.3% | -46.0% |
| 1Y | -17.7% | +90.0% | -107.7% | -48.6% |
| 3Y | -14.2% | +47.0% | -61.2% | -39.6% |
| 5Y | +9.6% | +58.3% | -48.7% | -30.1% |
| 10Y | +5.7% | +273.9% | -268.2% | -67.8% |
| All | +52.3% | +1,588.3% | -1,536.0% | -83.8% |
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