+5,083.9%
LITE vs JBLU
-80.8%
+5,164.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.6% | +3.9% |
| 7D | -1.5% | -3.5% | +2.0% | -0.8% |
| 30D | +6.7% | -27.2% | +33.9% | +14.0% |
| 3M | -6.8% | -4.3% | -2.4% | -7.2% |
| 6M | +29.4% | -8.3% | +37.8% | +27.8% |
| YTD | +139.1% | +1.8% | +137.3% | +127.1% |
| 1Y | +521.0% | -9.0% | +530.0% | +501.6% |
| 3Y | +1,535.3% | -21.9% | +1,557.2% | +1,374.1% |
| 5Y | +889.8% | -69.0% | +958.8% | +971.7% |
| 10Y | +2,400.7% | -70.8% | +2,471.5% | +2,536.1% |
| All | +5,083.9% | -80.8% | +5,164.7% | +5,568.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling