+57.3%
LLY vs JBLU
-12.5%
+69.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.9% | -11.3% | +0.2% |
| 7D | +10.1% | +24.9% | -14.8% | +9.1% |
| 30D | +24.0% | -12.3% | +36.4% | +24.9% |
| 3M | +27.3% | -44.5% | +71.7% | +31.0% |
| 6M | +47.0% | -25.7% | +72.6% | +47.4% |
| YTD | +32.6% | -21.8% | +54.3% | +33.3% |
| 1Y | +57.3% | -12.7% | +70.1% | +57.5% |
| All | +57.3% | -12.5% | +69.9% | +57.5% |
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