-69.3%
JBLU vs LDOS
+41.1%
-110.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.5% | -1.7% |
| 7D | +1.1% | -7.1% | +8.3% | +2.9% |
| 30D | -25.5% | -6.1% | -19.5% | -24.5% |
| 3M | -5.0% | +5.6% | -10.7% | -7.0% |
| 6M | +0.7% | -26.9% | +27.6% | +8.8% |
| YTD | -0.7% | -27.9% | +27.3% | +7.5% |
| 1Y | -12.7% | -26.8% | +14.1% | -6.1% |
| 3Y | -12.7% | +39.6% | -52.3% | -25.2% |
| 5Y | -69.3% | +39.4% | -108.6% | -73.9% |
| All | -69.3% | +41.1% | -110.4% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling