+35.0%
LMT vs JBLU
-15.7%
+50.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -0.2% | -5.0% | +4.8% | -0.1% |
| 30D | -13.1% | -23.9% | +10.8% | -12.6% |
| 3M | -3.9% | -11.6% | +7.8% | -3.7% |
| 6M | -18.3% | -0.2% | -18.0% | -18.5% |
| YTD | +10.3% | -3.3% | +13.6% | +9.8% |
| 1Y | +14.2% | -15.4% | +29.6% | +14.0% |
| 3Y | +35.0% | -14.7% | +49.7% | +34.6% |
| All | +35.0% | -15.7% | +50.7% | +34.6% |
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