-75.5%
JBLU vs LII
+17.0%
-92.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.9% |
| 7D | +2.5% | +2.9% | -0.5% | +0.9% |
| 30D | +24.9% | +0.9% | +24.0% | +24.0% |
| 3M | -35.2% | -15.5% | -19.6% | -29.1% |
| 6M | -20.0% | -30.2% | +10.2% | -4.6% |
| YTD | -17.4% | -26.8% | +9.5% | -4.8% |
| 1Y | -13.0% | -25.3% | +12.3% | -1.0% |
| 3Y | -5.3% | -7.8% | +2.5% | -9.1% |
| All | -75.5% | +17.0% | -92.5% | -82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling