-70.2%
JBLU vs LYV
+1,446.8%
-1,517.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -5.0% | -1.9% | -3.0% | -4.1% |
| 30D | -23.9% | -8.2% | -15.7% | -20.7% |
| 3M | -11.6% | -1.3% | -10.4% | -11.2% |
| 6M | -0.2% | +2.6% | -2.8% | -1.7% |
| YTD | -3.3% | +19.4% | -22.7% | -12.1% |
| 1Y | -15.4% | -2.2% | -13.1% | -16.2% |
| 3Y | -14.7% | +106.0% | -120.8% | -41.3% |
| 5Y | -70.0% | +97.7% | -167.7% | -79.1% |
| 10Y | -72.9% | +560.5% | -633.4% | -89.0% |
| All | -70.2% | +1,446.8% | -1,517.0% | -92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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