-15.4%
JBLU vs LYB
+24.5%
-39.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | 0.0% |
| 7D | -5.0% | +0.3% | -5.2% | -4.9% |
| 30D | -23.9% | +2.5% | -26.3% | -23.3% |
| 3M | -11.6% | +1.4% | -13.0% | -10.2% |
| 6M | -0.2% | -3.5% | +3.3% | -4.1% |
| YTD | -3.3% | +52.0% | -55.3% | -25.3% |
| 1Y | -15.4% | +22.1% | -37.4% | -26.4% |
| All | -15.4% | +24.5% | -39.9% | -26.4% |
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