+3,406.8%
LITE vs JBLU
-83.7%
+3,490.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -46.8% |
| 3M | -33.0% | -35.1% | +2.1% | -27.4% |
| 6M | -34.0% | -22.9% | -11.1% | -32.3% |
| YTD | +61.7% | -13.4% | +75.1% | +57.2% |
| 1Y | +148.3% | -10.9% | +159.1% | +139.4% |
| 3Y | +1,408.5% | -1.0% | +1,409.5% | +1,166.8% |
| 5Y | +546.2% | -75.2% | +621.4% | +626.7% |
| 10Y | +1,533.3% | -78.7% | +1,612.0% | +1,694.6% |
| All | +3,406.8% | -83.7% | +3,490.5% | +3,824.9% |
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 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