-67.1%
JBLU vs LNT
+1,070.2%
-1,137.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.7% |
| 7D | -4.8% | -1.1% | -3.7% | -4.2% |
| 30D | -24.4% | -1.9% | -22.5% | -23.7% |
| 3M | -4.8% | -7.2% | +2.4% | -1.2% |
| 6M | -0.5% | -3.9% | +3.4% | +1.2% |
| YTD | -3.5% | +5.9% | -9.4% | -7.2% |
| 1Y | -13.6% | +8.4% | -21.9% | -18.0% |
| 3Y | -15.3% | +46.6% | -61.9% | -32.0% |
| 5Y | -70.1% | +32.4% | -102.5% | -75.3% |
| 10Y | -72.9% | +147.9% | -220.8% | -84.9% |
| All | -67.1% | +1,070.2% | -1,137.3% | -92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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