+1,177.6%
LOW vs JBLU
-60.6%
+1,238.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.4% |
| 7D | -0.6% | -5.6% | +5.0% | +0.6% |
| 30D | -9.3% | -22.3% | +13.1% | -4.3% |
| 3M | -8.1% | -11.0% | +2.9% | -6.5% |
| 6M | -19.8% | -3.1% | -16.7% | -20.8% |
| YTD | -16.4% | -3.7% | -12.6% | -18.1% |
| 1Y | -24.7% | -14.8% | -9.9% | -24.8% |
| 3Y | -8.8% | -15.4% | +6.6% | -19.3% |
| 5Y | +7.8% | -71.4% | +79.1% | +18.6% |
| 10Y | +233.8% | -73.0% | +306.8% | +231.5% |
| All | +1,177.6% | -60.6% | +1,238.2% | +724.5% |
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