-71.4%
JBLU vs LBRT
+138.4%
-209.8%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.1% | -6.2% | -3.6% |
| 7D | -5.6% | +10.2% | -15.8% | -7.2% |
| 30D | -22.3% | +4.9% | -27.2% | -23.1% |
| 3M | -11.0% | -21.2% | +10.3% | -8.4% |
| 6M | -3.1% | -19.9% | +16.9% | -2.2% |
| YTD | -3.7% | +20.8% | -24.5% | -11.9% |
| 1Y | -14.8% | +123.5% | -138.3% | -34.2% |
| 3Y | -15.4% | +30.9% | -46.4% | -29.2% |
| 5Y | -71.4% | +136.3% | -207.7% | -79.9% |
| All | -71.4% | +138.4% | -209.8% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling