+549.2%
LYV vs JBHT
+277.7%
+271.5%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | 0.0% |
| 7D | -4.2% | +0.6% | -4.8% | -4.4% |
| 30D | -7.2% | +0.9% | -8.2% | -7.8% |
| 3M | +1.5% | -4.4% | +6.0% | +2.6% |
| 6M | +2.7% | +24.5% | -21.8% | -6.5% |
| YTD | +19.4% | +38.6% | -19.2% | +3.7% |
| 1Y | -0.5% | +97.2% | -97.7% | -26.1% |
| 3Y | +110.1% | +49.3% | +60.8% | +69.8% |
| 5Y | +97.6% | +61.4% | +36.2% | +48.7% |
| All | +549.2% | +277.7% | +271.5% | +236.0% |
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