-1.6%
LQD vs JBLU
-13.6%
+12.0%
-6.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.2% | -5.3% | -0.3% |
| 7D | +0.2% | +28.8% | -28.5% | -0.5% |
| 30D | +2.4% | -7.6% | +9.9% | +2.7% |
| 3M | -0.9% | -40.7% | +39.8% | +1.0% |
| 6M | -2.3% | -27.2% | +24.9% | -1.4% |
| YTD | -1.7% | -19.3% | +17.6% | -1.4% |
| 1Y | -1.6% | -13.6% | +12.0% | -1.8% |
| All | -1.6% | -13.6% | +12.0% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling