-23.7%
JBLU vs LYB
+624.6%
-648.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.7% |
| 7D | -5.0% | +0.3% | -5.2% | -5.1% |
| 30D | -23.9% | +2.5% | -26.3% | -25.1% |
| 3M | -11.6% | +1.4% | -13.0% | -13.9% |
| 6M | -0.2% | -3.5% | +3.3% | -5.8% |
| YTD | -3.3% | +52.0% | -55.3% | -29.0% |
| 1Y | -15.4% | +22.1% | -37.4% | -30.8% |
| 3Y | -14.7% | -22.8% | +8.0% | -11.6% |
| 5Y | -70.0% | -3.4% | -66.7% | -72.5% |
| 10Y | -72.9% | +47.4% | -120.2% | -80.5% |
| All | -23.7% | +624.6% | -648.4% | -77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling