+222.0%
LHX vs JBLU
-72.4%
+294.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.4% | -1.2% |
| 7D | -4.3% | -5.0% | +0.7% | -3.8% |
| 30D | -15.1% | -23.9% | +8.7% | -12.9% |
| 3M | -21.0% | -11.6% | -9.3% | -20.5% |
| 6M | -32.0% | -0.2% | -31.8% | -32.9% |
| YTD | -15.3% | -3.3% | -12.0% | -16.6% |
| 1Y | -11.1% | -15.4% | +4.3% | -11.4% |
| 3Y | +54.0% | -14.7% | +68.7% | +43.4% |
| 5Y | +17.1% | -70.0% | +87.1% | +22.7% |
| All | +222.0% | -72.4% | +294.4% | +216.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling