+34.2%
LYB vs JBHT
+183.5%
-149.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.0% |
| 7D | -0.6% | +0.5% | -1.1% | -0.9% |
| 30D | +5.3% | -0.1% | +5.4% | +5.1% |
| 3M | -1.2% | -14.0% | +12.9% | +4.9% |
| 6M | -13.1% | -5.1% | -8.0% | -13.7% |
| YTD | +49.3% | +18.0% | +31.3% | +29.3% |
| 1Y | +51.8% | +36.5% | +15.3% | +21.0% |
| 3Y | -18.9% | +34.8% | -53.6% | -38.6% |
| 5Y | -6.9% | +21.4% | -28.3% | -28.6% |
| 10Y | +34.2% | +178.0% | -143.8% | -50.8% |
| All | +34.2% | +183.5% | -149.3% | -50.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling