+140.8%
LLY vs JBLU
-1.8%
+142.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.3% |
| 7D | +6.7% | +2.5% | +4.3% | +6.6% |
| 30D | +19.6% | +24.9% | -5.4% | +18.1% |
| 3M | +19.7% | -35.2% | +54.9% | +22.0% |
| 6M | +42.7% | -20.0% | +62.7% | +43.3% |
| YTD | +35.1% | -17.4% | +52.5% | +34.8% |
| 1Y | +42.2% | -13.0% | +55.1% | +41.4% |
| 3Y | +140.8% | -5.3% | +146.1% | +145.5% |
| All | +140.8% | -1.8% | +142.6% | +145.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling