+597.3%
LYB vs JBHT
+621.4%
-24.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +1.0% | +1.4% |
| 7D | -8.3% | +0.9% | -9.2% | -8.9% |
| 30D | +0.9% | -1.1% | +2.1% | +1.2% |
| 3M | -2.3% | -14.8% | +12.5% | +5.0% |
| 6M | -13.8% | -7.4% | -6.3% | -13.1% |
| YTD | +44.6% | +17.3% | +27.3% | +23.9% |
| 1Y | +50.6% | +35.3% | +15.3% | +18.2% |
| 3Y | -21.4% | +33.9% | -55.4% | -42.0% |
| 5Y | -8.0% | +22.5% | -30.5% | -31.9% |
| 10Y | +28.2% | +181.3% | -153.2% | -51.7% |
| All | +597.3% | +621.4% | -24.1% | +18.9% |
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