-12.7%
JBLU vs LDOS
+39.7%
-52.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.5% | -1.8% |
| 7D | +1.1% | -7.1% | +8.3% | +2.7% |
| 30D | -25.5% | -6.1% | -19.5% | -24.6% |
| 3M | -5.0% | +5.6% | -10.7% | -6.8% |
| 6M | +0.7% | -26.9% | +27.6% | +7.8% |
| YTD | -0.7% | -27.9% | +27.3% | +6.7% |
| 1Y | -12.7% | -26.8% | +14.1% | -6.7% |
| 3Y | -12.7% | +39.6% | -52.3% | -13.2% |
| All | -12.7% | +39.7% | -52.5% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling