+222.1%
LNG vs JBLU
-70.3%
+292.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -4.7% | -5.0% | +0.3% | -4.5% |
| 30D | +3.8% | -23.9% | +27.7% | +4.7% |
| 3M | +16.2% | -11.6% | +27.8% | +16.2% |
| 6M | +11.7% | -0.2% | +11.9% | +10.2% |
| YTD | +44.2% | -3.3% | +47.5% | +42.2% |
| 1Y | +18.6% | -15.4% | +33.9% | +17.8% |
| 3Y | +77.4% | -14.7% | +92.1% | +67.0% |
| All | +222.1% | -70.3% | +292.3% | +223.4% |
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