+96.6%
LYV vs JBHT
+60.5%
+36.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -1.9% |
| 7D | -3.8% | +7.1% | -10.9% | -5.7% |
| 30D | -5.7% | +2.3% | -8.0% | -6.4% |
| 3M | +6.9% | -4.5% | +11.3% | +7.8% |
| 6M | +9.2% | +29.2% | -20.1% | +0.6% |
| YTD | +19.6% | +42.2% | -22.6% | +6.9% |
| 1Y | +0.6% | +93.7% | -93.1% | -18.8% |
| 3Y | +110.6% | +53.2% | +57.4% | +79.0% |
| 5Y | +96.6% | +62.4% | +34.2% | +62.2% |
| All | +96.6% | +60.5% | +36.2% | +62.2% |
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