+49.3%
LYB vs JBHT
+266.9%
-217.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +1.2% |
| 7D | -3.1% | +2.9% | -6.0% | -4.6% |
| 30D | +4.0% | +0.6% | +3.4% | +3.2% |
| 3M | +2.4% | -6.6% | +9.0% | +4.7% |
| 6M | -1.4% | +23.6% | -25.0% | -14.8% |
| YTD | +53.9% | +38.6% | +15.4% | +24.5% |
| 1Y | +26.1% | +91.5% | -65.4% | -17.2% |
| 3Y | -21.0% | +49.3% | -70.3% | -42.4% |
| 5Y | -0.7% | +62.3% | -63.1% | -36.0% |
| 10Y | +49.3% | +276.9% | -227.7% | -47.1% |
| All | +49.3% | +266.9% | -217.6% | -47.1% |
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