+390.6%
LLY vs JBLU
-70.3%
+460.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -2.9% | -5.0% | +2.0% | -2.7% |
| 30D | -8.4% | -23.9% | +15.4% | -7.3% |
| 3M | -3.8% | -11.6% | +7.9% | -3.5% |
| 6M | +11.9% | -0.2% | +12.2% | +11.1% |
| YTD | +4.3% | -3.3% | +7.6% | +3.6% |
| 1Y | +48.5% | -15.4% | +63.8% | +48.1% |
| 3Y | +91.2% | -14.7% | +106.0% | +87.6% |
| All | +390.6% | -70.3% | +460.9% | +388.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling