-13.6%
JBLU vs LII
-32.5%
+18.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.6% |
| 7D | -4.8% | -3.5% | -1.3% | -3.1% |
| 30D | -24.4% | -13.5% | -10.9% | -18.8% |
| 3M | -4.8% | -26.0% | +21.2% | +7.8% |
| 6M | -0.5% | -26.8% | +26.4% | +11.5% |
| YTD | -3.5% | -22.9% | +19.3% | +5.6% |
| 1Y | -13.6% | -32.6% | +19.0% | -3.5% |
| All | -13.6% | -32.5% | +18.9% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling