-70.7%
JBLU vs LUMN
-37.8%
-32.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.1% |
| 7D | -5.0% | +2.5% | -7.5% | -5.4% |
| 30D | -23.9% | +10.3% | -34.2% | -25.3% |
| 3M | -11.6% | -18.3% | +6.6% | -9.1% |
| 6M | -0.2% | +4.4% | -4.6% | -2.4% |
| YTD | -3.3% | -10.7% | +7.4% | -4.6% |
| 1Y | -15.4% | +14.0% | -29.3% | -22.0% |
| 3Y | -14.7% | +406.6% | -421.3% | -50.5% |
| All | -70.7% | -37.8% | -32.9% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling