-65.3%
JBLU vs LSCC
+585.8%
-651.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -0.2% |
| 7D | -3.5% | +1.3% | -4.9% | -3.9% |
| 30D | -27.2% | -9.7% | -17.5% | -25.1% |
| 3M | -4.3% | -23.7% | +19.4% | +2.1% |
| 6M | -8.3% | +26.5% | -34.8% | -16.3% |
| YTD | +1.8% | +57.5% | -55.8% | -14.0% |
| 1Y | -9.0% | +75.7% | -84.7% | -26.2% |
| 3Y | -21.9% | +19.5% | -41.4% | -32.4% |
| 5Y | -69.0% | +83.8% | -152.8% | -77.1% |
| 10Y | -70.8% | +1,772.4% | -1,843.2% | -89.8% |
| All | -65.3% | +585.8% | -651.1% | -92.6% |
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