-13.6%
JBLU vs LBRT
+110.8%
-124.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.9% | +6.1% | -0.2% |
| 7D | -4.8% | +2.3% | -7.1% | -4.6% |
| 30D | -24.4% | -2.9% | -21.5% | -24.5% |
| 3M | -4.8% | -26.1% | +21.4% | -6.7% |
| 6M | -0.5% | -26.2% | +25.7% | -2.7% |
| YTD | -3.5% | +13.7% | -17.2% | -7.3% |
| 1Y | -13.6% | +93.6% | -107.1% | -20.8% |
| All | -13.6% | +110.8% | -124.4% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 1y: compounded portfolio wealth divided by compounded LBRT 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…
1y analysis · Full analysis span regression · 6 months rolling