-18.6%
JBLU vs LYB
+47.1%
-65.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -3.0% |
| 7D | +14.4% | -5.7% | +20.1% | +11.8% |
| 30D | -13.4% | +4.6% | -18.0% | -11.5% |
| 3M | -45.1% | +5.5% | -50.6% | -43.4% |
| 6M | -27.9% | -19.1% | -8.8% | -29.9% |
| YTD | -23.3% | +47.1% | -70.4% | -37.3% |
| 1Y | -18.6% | +49.0% | -67.6% | -33.8% |
| All | -18.6% | +47.1% | -65.7% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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