-8.6%
LHX vs JBLU
-15.1%
+6.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.3% | -0.6% |
| 7D | -7.3% | +14.4% | -21.7% | -7.6% |
| 30D | +8.5% | -13.4% | +21.9% | +9.5% |
| 3M | -9.4% | -45.1% | +35.8% | -6.6% |
| 6M | -14.0% | -27.9% | +13.9% | -13.1% |
| YTD | -11.0% | -23.3% | +12.3% | -12.4% |
| 1Y | -8.6% | -18.6% | +10.0% | -11.3% |
| All | -8.6% | -15.1% | +6.5% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 JBLU 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