-80.7%
JBLU vs LDOS
+228.4%
-309.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.1% | -3.1% | -4.3% |
| 7D | +9.2% | -3.5% | +12.6% | +10.8% |
| 30D | +13.7% | +9.5% | +4.2% | +8.6% |
| 3M | -34.1% | -6.3% | -27.8% | -32.9% |
| 6M | -19.5% | +2.8% | -22.3% | -22.0% |
| YTD | -16.3% | -26.6% | +10.4% | -6.0% |
| 1Y | -13.4% | -31.3% | +17.9% | +0.2% |
| 3Y | -1.6% | +30.9% | -32.5% | -22.3% |
| 5Y | -74.9% | +49.4% | -124.3% | -82.3% |
| All | -80.7% | +228.4% | -309.1% | -90.7% |
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