-14.7%
JBLU vs LH
+58.7%
-73.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.6% |
| 7D | -5.0% | -4.7% | -0.3% | -2.4% |
| 30D | -23.9% | -3.5% | -20.4% | -22.5% |
| 3M | -11.6% | +17.7% | -29.3% | -19.5% |
| 6M | -0.2% | +15.8% | -16.0% | -8.1% |
| YTD | -3.3% | +25.1% | -28.4% | -14.5% |
| 1Y | -15.4% | +12.5% | -27.9% | -21.0% |
| 3Y | -14.7% | +59.8% | -74.5% | -32.9% |
| All | -14.7% | +58.7% | -73.4% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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