-3.2%
LYB vs JBHT
+59.9%
-63.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.7% | -2.8% |
| 7D | -0.2% | +4.9% | -5.1% | -1.8% |
| 30D | +8.7% | +0.6% | +8.1% | +8.2% |
| 3M | -3.0% | -3.2% | +0.2% | -2.7% |
| 6M | +4.7% | +17.0% | -12.2% | -2.6% |
| YTD | +51.6% | +41.7% | +9.9% | +31.0% |
| 1Y | +24.4% | +90.0% | -65.6% | -5.0% |
| 3Y | -23.5% | +47.0% | -70.4% | -37.4% |
| All | -3.2% | +59.9% | -63.0% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling