-13.0%
JBLU vs LUMN
-51.5%
+38.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.0% |
| 7D | +2.5% | +2.5% | -0.1% | +2.0% |
| 30D | +24.9% | -10.1% | +35.0% | +26.9% |
| 3M | -35.2% | -36.1% | +0.9% | -31.0% |
| 6M | -20.0% | -56.5% | +36.5% | -10.4% |
| YTD | -17.4% | -47.4% | +30.0% | -15.4% |
| 1Y | -13.0% | -49.6% | +36.7% | -10.5% |
| All | -13.0% | -51.5% | +38.5% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 1y: compounded portfolio wealth divided by compounded LUMN 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…
1y analysis · Full analysis span regression · 6 months rolling