-15.1%
JBLU vs LII
-1.0%
-14.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.7% | -1.9% |
| 7D | -5.6% | +0.5% | -6.1% | -5.8% |
| 30D | -22.3% | -11.2% | -11.1% | -17.7% |
| 3M | -11.0% | -28.8% | +17.8% | +3.7% |
| 6M | -3.1% | -26.9% | +23.8% | +10.4% |
| YTD | -3.7% | -22.2% | +18.5% | +6.3% |
| 1Y | -14.8% | -32.0% | +17.2% | -0.1% |
| All | -15.1% | -1.0% | -14.1% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling