-73.0%
JBLU vs LDOS
+258.9%
-331.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.7% |
| 7D | -5.6% | -4.2% | -1.4% | -3.8% |
| 30D | -22.3% | -7.9% | -14.5% | -19.7% |
| 3M | -11.0% | +4.1% | -15.1% | -13.6% |
| 6M | -3.1% | -28.2% | +25.1% | +11.2% |
| YTD | -3.7% | -28.5% | +24.8% | +10.1% |
| 1Y | -14.8% | -27.7% | +12.9% | -3.5% |
| 3Y | -15.4% | +38.4% | -53.8% | -35.0% |
| 5Y | -71.4% | +38.0% | -109.3% | -78.7% |
| 10Y | -73.0% | +262.1% | -335.0% | -86.4% |
| All | -73.0% | +258.9% | -331.9% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 10y: compounded portfolio wealth divided by compounded LDOS 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…
10y analysis · Full analysis span regression · 6 months rolling