-56.6%
JBLU vs LDOS
+494.7%
-551.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.2% |
| 7D | -3.5% | -5.4% | +1.9% | -1.1% |
| 30D | -27.2% | +4.9% | -32.1% | -29.2% |
| 3M | -4.3% | +7.2% | -11.5% | -8.5% |
| 6M | -8.3% | -24.2% | +15.9% | +2.9% |
| YTD | +1.8% | -25.8% | +27.6% | +14.6% |
| 1Y | -9.0% | -24.7% | +15.7% | +1.4% |
| 3Y | -21.9% | +39.3% | -61.2% | -38.8% |
| 5Y | -69.0% | +43.3% | -112.3% | -76.8% |
| 10Y | -70.8% | +278.6% | -349.4% | -86.9% |
| All | -56.6% | +494.7% | -551.3% | -85.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling