-34.7%
JBLU vs LPLA
+1,273.0%
-1,307.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | -5.6% | -1.5% | -4.1% | -4.9% |
| 30D | -22.3% | -6.0% | -16.4% | -20.0% |
| 3M | -11.0% | +21.4% | -32.3% | -19.4% |
| 6M | -3.1% | +12.1% | -15.2% | -9.8% |
| YTD | -3.7% | -1.8% | -1.9% | -4.9% |
| 1Y | -14.8% | +3.2% | -18.0% | -18.3% |
| 3Y | -15.4% | +45.9% | -61.4% | -33.0% |
| 5Y | -71.4% | +144.7% | -216.0% | -83.1% |
| 10Y | -73.0% | +1,222.4% | -1,295.4% | -91.8% |
| All | -34.7% | +1,273.0% | -1,307.8% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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