+1,560.3%
LYV vs JBHT
+1,157.3%
+403.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.6% | +4.2% | -4.8% | -2.8% |
| 30D | +5.1% | -0.4% | +5.5% | +5.1% |
| 3M | -2.8% | -17.3% | +14.5% | +5.9% |
| 6M | +8.7% | -3.5% | +12.2% | +7.7% |
| YTD | +26.4% | +18.0% | +8.4% | +10.8% |
| 1Y | +28.2% | +35.5% | -7.3% | +3.8% |
| 3Y | +105.8% | +34.8% | +71.1% | +55.0% |
| 5Y | +60.4% | +19.7% | +40.7% | +24.4% |
| 10Y | +530.7% | +178.0% | +352.8% | +157.9% |
| All | +1,560.3% | +1,157.3% | +403.0% | +171.3% |
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