+90.9%
LYV vs JBL
+409.3%
-318.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -5.0% | -1.5% |
| 7D | -1.9% | +2.4% | -4.3% | -2.7% |
| 30D | -8.2% | -13.1% | +4.9% | -4.4% |
| 3M | -1.3% | -15.6% | +14.3% | +2.9% |
| 6M | +2.6% | +24.6% | -22.0% | -7.4% |
| YTD | +19.4% | +39.6% | -20.2% | +2.7% |
| 1Y | -2.2% | +48.6% | -50.9% | -18.9% |
| 3Y | +106.0% | +197.3% | -91.2% | +18.4% |
| All | +90.9% | +409.3% | -318.4% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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