-9.0%
JBLU vs LEN
-37.1%
+28.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +1.2% |
| 7D | -3.5% | -3.2% | -0.4% | -1.3% |
| 30D | -27.2% | -4.9% | -22.3% | -24.6% |
| 3M | -4.3% | -8.5% | +4.2% | +1.6% |
| 6M | -8.3% | -20.7% | +12.3% | +4.1% |
| YTD | +1.8% | -17.4% | +19.2% | +13.6% |
| 1Y | -9.0% | -38.2% | +29.2% | +11.8% |
| All | -9.0% | -37.1% | +28.1% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling