+5.2%
LOW vs JBLU
-70.3%
+75.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -3.7% | -5.0% | +1.2% | -3.0% |
| 30D | -8.9% | -23.9% | +15.0% | -5.0% |
| 3M | -10.4% | -11.6% | +1.2% | -9.1% |
| 6M | -19.4% | -0.2% | -19.2% | -20.3% |
| YTD | -17.1% | -3.3% | -13.8% | -18.1% |
| 1Y | -26.3% | -15.4% | -10.9% | -26.0% |
| 3Y | -9.9% | -14.7% | +4.8% | -18.1% |
| All | +5.2% | -70.3% | +75.5% | +11.3% |
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