+1,560.7%
LLY vs JBLU
-72.5%
+1,633.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -3.2% | -4.8% | +1.6% | -2.9% |
| 30D | -7.4% | -24.4% | +17.0% | -6.3% |
| 3M | -1.0% | -4.8% | +3.7% | -1.2% |
| 6M | +12.5% | -0.5% | +13.0% | +11.8% |
| YTD | +5.0% | -3.5% | +8.5% | +4.3% |
| 1Y | +49.8% | -13.6% | +63.3% | +49.3% |
| 3Y | +95.5% | -15.3% | +110.7% | +91.2% |
| 5Y | +390.7% | -70.1% | +460.8% | +395.6% |
| All | +1,560.7% | -72.5% | +1,633.1% | +1,503.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling