+67,034.4%
LNG vs JBLU
-60.5%
+67,094.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -4.5% | -4.8% | +0.3% | -3.6% |
| 30D | +4.7% | -24.4% | +29.1% | +10.2% |
| 3M | +15.1% | -4.8% | +19.9% | +14.3% |
| 6M | +13.6% | -0.5% | +14.0% | +9.1% |
| YTD | +44.0% | -3.5% | +47.5% | +37.7% |
| 1Y | +18.4% | -13.6% | +31.9% | +15.0% |
| 3Y | +75.9% | -15.3% | +91.1% | +49.8% |
| 5Y | +231.7% | -70.1% | +301.8% | +245.8% |
| 10Y | +549.0% | -72.9% | +621.9% | +519.7% |
| All | +67,034.4% | -60.5% | +67,094.9% | +43,404.1% |
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