Message Box

Jelle wants to deliver documents to Jesse through a messenger service. The documents are sent in a box that can be closed with locks. Anything sent in an unlocked box is lost, including its contents. Jelle and Jesse each own a unique lock and key; each can open only their own lock, and a box may carry several locks at once. Jelle and Jesse can send the box back and forth. What is the minimum number of times the box must be sent (in total, in both directions) so that Jesse ends up with the documents safely?