+546.2%
LITE vs JBLU
-75.2%
+621.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +7.4% | +3.3% | +9.1% |
| 7D | -12.9% | +24.3% | -37.2% | -17.0% |
| 30D | -46.0% | +2.6% | -48.6% | -46.7% |
| 3M | -33.0% | -35.1% | +2.1% | -27.2% |
| 6M | -34.0% | -22.9% | -11.1% | -32.2% |
| YTD | +61.7% | -13.4% | +75.1% | +56.4% |
| 1Y | +148.3% | -10.9% | +159.1% | +138.0% |
| 3Y | +1,408.5% | -1.0% | +1,409.5% | +1,072.5% |
| 5Y | +546.2% | -75.2% | +621.4% | +674.9% |
| All | +546.2% | -75.2% | +621.4% | +674.9% |
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