-73.8%
JBLU vs LUMN
-55.8%
-18.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.2% |
| 7D | -5.0% | +2.5% | -7.5% | -5.5% |
| 30D | -23.9% | +10.3% | -34.2% | -25.6% |
| 3M | -11.6% | -18.3% | +6.6% | -8.6% |
| 6M | -0.2% | +4.4% | -4.6% | -2.9% |
| YTD | -3.3% | -10.7% | +7.4% | -4.9% |
| 1Y | -15.4% | +14.0% | -29.3% | -23.3% |
| 3Y | -14.7% | +406.6% | -421.3% | -56.8% |
| 5Y | -70.0% | -36.8% | -33.2% | -72.3% |
| All | -73.8% | -55.8% | -18.0% | -77.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling