+1,544.7%
LYV vs JBHT
+1,186.0%
+358.7%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.3% | -3.2% | -2.2% |
| 7D | +1.8% | +7.0% | -5.2% | -1.9% |
| 30D | +5.7% | +0.5% | +5.2% | +5.2% |
| 3M | -4.1% | -17.4% | +13.3% | +4.5% |
| 6M | +5.9% | -1.7% | +7.6% | +3.8% |
| YTD | +25.2% | +20.7% | +4.5% | +8.4% |
| 1Y | +30.4% | +41.1% | -10.7% | +3.2% |
| 3Y | +103.6% | +38.0% | +65.6% | +51.4% |
| 5Y | +58.9% | +22.5% | +36.4% | +21.7% |
| 10Y | +524.8% | +184.3% | +340.5% | +152.3% |
| All | +1,544.7% | +1,186.0% | +358.7% | +165.4% |
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