-78.3%
LYFT vs JBHT
+146.3%
-224.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.1% | +1.0% |
| 7D | -0.6% | +7.0% | -7.7% | -4.3% |
| 30D | +3.0% | +0.5% | +2.5% | +2.7% |
| 3M | -0.9% | -17.4% | +16.5% | +8.7% |
| 6M | +24.1% | -1.7% | +25.8% | +21.3% |
| YTD | -12.3% | +20.7% | -33.1% | -25.1% |
| 1Y | -28.7% | +41.1% | -69.7% | -44.7% |
| 3Y | +73.8% | +38.0% | +35.8% | +32.0% |
| 5Y | -67.9% | +22.5% | -90.4% | -74.1% |
| All | -78.3% | +146.3% | -224.6% | -90.3% |
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