-67.1%
JBLU vs LEN
+333.8%
-400.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.8% | +1.8% |
| 7D | -4.8% | -7.8% | +3.0% | -1.3% |
| 30D | -24.4% | -11.0% | -13.4% | -20.4% |
| 3M | -4.8% | -12.8% | +8.0% | +1.5% |
| 6M | -0.5% | -20.2% | +19.7% | +10.5% |
| YTD | -3.5% | -23.0% | +19.5% | +8.7% |
| 1Y | -13.6% | -41.8% | +28.2% | +9.7% |
| 3Y | -15.3% | -28.8% | +13.6% | -3.7% |
| 5Y | -70.1% | -12.6% | -57.5% | -69.3% |
| 10Y | -72.9% | +101.7% | -174.7% | -82.2% |
| All | -67.1% | +333.8% | -400.8% | -89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling