-71.6%
JBLU vs LTH
+150.5%
-222.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -5.0% | -4.0% | -1.0% | -3.3% |
| 30D | -23.9% | -5.3% | -18.6% | -22.1% |
| 3M | -11.6% | +19.0% | -30.7% | -17.9% |
| 6M | -0.2% | +55.8% | -56.0% | -17.9% |
| YTD | -3.3% | +56.1% | -59.4% | -20.3% |
| 1Y | -15.4% | +41.3% | -56.6% | -27.5% |
| 3Y | -14.7% | +156.6% | -171.4% | -43.8% |
| All | -71.6% | +150.5% | -222.1% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 5y: compounded portfolio wealth divided by compounded LTH 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…
5y analysis · Full analysis span regression · 6 months rolling