-71.8%
JBLU vs LSCC
+564.8%
-636.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.5% | +4.2% | +0.4% |
| 7D | +2.5% | +7.0% | -4.5% | +0.2% |
| 30D | +24.9% | -2.3% | +27.2% | +25.3% |
| 3M | -35.2% | -12.5% | -22.7% | -33.0% |
| 6M | -20.0% | -10.6% | -9.4% | -19.2% |
| YTD | -17.4% | +52.7% | -70.1% | -29.9% |
| 1Y | -13.0% | +74.0% | -86.9% | -29.1% |
| 3Y | -5.3% | +104.8% | -110.1% | -30.1% |
| 5Y | -75.2% | +36.2% | -111.4% | -80.1% |
| 10Y | -80.5% | +1,355.3% | -1,435.8% | -92.6% |
| All | -71.8% | +564.8% | -636.6% | -94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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