+2,963.4%
LLY vs JBLU
-58.4%
+3,021.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -2.1% | -3.5% | +1.4% | -1.8% |
| 30D | -1.6% | -27.2% | +25.6% | +1.5% |
| 3M | +2.3% | -4.3% | +6.6% | +2.1% |
| 6M | +14.9% | -8.3% | +23.2% | +14.4% |
| YTD | +7.5% | +1.8% | +5.7% | +5.4% |
| 1Y | +55.7% | -9.0% | +64.7% | +53.9% |
| 3Y | +110.6% | -21.9% | +132.5% | +99.9% |
| 5Y | +363.4% | -69.0% | +432.4% | +377.2% |
| 10Y | +1,649.0% | -70.8% | +1,719.8% | +1,584.6% |
| All | +2,963.4% | -58.4% | +3,021.7% | +2,120.9% |
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