-79.3%
JBLU vs LBRT
+33.5%
-112.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.0% | +0.1% |
| 7D | -3.5% | +8.7% | -12.3% | -5.5% |
| 30D | -27.2% | +6.6% | -33.8% | -28.6% |
| 3M | -4.3% | -34.5% | +30.1% | +3.7% |
| 6M | -8.3% | -24.5% | +16.2% | -5.7% |
| YTD | +1.8% | +12.7% | -11.0% | -6.4% |
| 1Y | -9.0% | +94.8% | -103.9% | -29.6% |
| 3Y | -21.9% | +31.9% | -53.8% | -35.9% |
| 5Y | -69.0% | +111.8% | -180.8% | -79.2% |
| All | -79.3% | +33.5% | -112.7% | -89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling