+232.7%
LITE vs JBLU
-12.5%
+245.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +11.9% | -19.8% | -8.6% |
| 7D | -31.4% | +24.9% | -56.3% | -32.8% |
| 30D | -42.6% | -12.3% | -30.3% | -42.0% |
| 3M | -26.2% | -44.5% | +18.2% | -23.5% |
| 6M | -35.8% | -25.7% | -10.1% | -34.8% |
| YTD | +70.0% | -21.8% | +91.8% | +53.9% |
| 1Y | +232.7% | -12.7% | +245.5% | +161.2% |
| All | +232.7% | -12.5% | +245.3% | +161.2% |
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