+1,014.7%
LITE vs JBLU
-70.1%
+1,084.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +1.8% |
| 7D | +13.6% | -5.6% | +19.2% | +15.0% |
| 30D | +21.6% | -22.3% | +43.9% | +28.2% |
| 3M | +20.3% | -11.0% | +31.3% | +21.7% |
| 6M | +54.4% | -3.1% | +57.5% | +49.6% |
| YTD | +168.3% | -3.7% | +172.1% | +155.9% |
| 1Y | +551.8% | -14.8% | +566.6% | +536.8% |
| 3Y | +1,891.5% | -15.4% | +1,906.9% | +1,561.7% |
| 5Y | +1,014.7% | -71.4% | +1,086.1% | +1,214.0% |
| All | +1,014.7% | -70.1% | +1,084.9% | +1,214.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling