-66.1%
JBLU vs LII
+3,751.6%
-3,817.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -1.6% |
| 7D | +1.1% | +2.1% | -1.0% | -0.1% |
| 30D | -25.5% | -12.4% | -13.1% | -19.8% |
| 3M | -5.0% | -24.8% | +19.8% | +9.4% |
| 6M | +0.7% | -25.2% | +25.8% | +15.6% |
| YTD | -0.7% | -20.3% | +19.6% | +10.1% |
| 1Y | -12.7% | -32.9% | +20.2% | +5.8% |
| 3Y | -12.7% | +2.0% | -14.8% | -19.2% |
| 5Y | -69.3% | +24.4% | -93.7% | -75.1% |
| 10Y | -73.0% | +167.2% | -240.2% | -86.1% |
| All | -66.1% | +3,751.6% | -3,817.7% | -95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling