-73.8%
JBLU vs LII
+170.6%
-244.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.7% |
| 7D | -4.8% | -3.5% | -1.3% | -2.8% |
| 30D | -24.4% | -13.5% | -10.9% | -17.8% |
| 3M | -4.8% | -26.0% | +21.2% | +11.3% |
| 6M | -0.5% | -26.8% | +26.4% | +16.3% |
| YTD | -3.5% | -22.9% | +19.3% | +9.2% |
| 1Y | -13.6% | -32.6% | +19.0% | +5.2% |
| 3Y | -15.3% | -1.3% | -14.0% | -21.8% |
| 5Y | -70.1% | +23.1% | -93.2% | -77.0% |
| All | -73.8% | +170.6% | -244.4% | -88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling