-67.0%
JBLU vs LH
+692.2%
-759.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.5% |
| 7D | -5.0% | -4.7% | -0.3% | -2.9% |
| 30D | -23.9% | -3.5% | -20.4% | -22.7% |
| 3M | -11.6% | +17.7% | -29.3% | -18.3% |
| 6M | -0.2% | +15.8% | -16.0% | -6.8% |
| YTD | -3.3% | +25.1% | -28.4% | -13.0% |
| 1Y | -15.4% | +12.5% | -27.9% | -20.0% |
| 3Y | -14.7% | +59.8% | -74.5% | -32.2% |
| 5Y | -70.0% | +27.1% | -97.1% | -73.9% |
| 10Y | -72.9% | +183.2% | -256.1% | -84.7% |
| All | -67.0% | +692.2% | -759.2% | -86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling