+1,499.1%
LYV vs JBHT
+1,408.9%
+90.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.1% | -3.8% |
| 7D | -4.5% | +4.9% | -9.4% | -7.1% |
| 30D | -5.5% | +0.6% | -6.0% | -6.2% |
| 3M | +7.8% | -3.2% | +11.0% | +8.5% |
| 6M | +9.4% | +17.0% | -7.6% | -1.5% |
| YTD | +21.8% | +41.7% | -19.9% | -2.1% |
| 1Y | +6.5% | +90.0% | -83.5% | -29.6% |
| 3Y | +106.4% | +47.0% | +59.4% | +50.6% |
| 5Y | +101.6% | +58.3% | +43.2% | +33.7% |
| 10Y | +540.9% | +273.9% | +267.0% | +122.0% |
| All | +1,499.1% | +1,408.9% | +90.2% | +139.9% |
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