-1.4%
LQD vs JBLU
-15.1%
+13.7%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +0.2% |
| 7D | +0.4% | +14.4% | -14.0% | 0.0% |
| 30D | +2.5% | -13.4% | +15.9% | +3.0% |
| 3M | -1.5% | -45.1% | +43.6% | +0.6% |
| 6M | -2.1% | -27.9% | +25.8% | -1.1% |
| YTD | -2.0% | -23.3% | +21.3% | -1.5% |
| 1Y | -1.4% | -18.6% | +17.2% | -1.3% |
| All | -1.4% | -15.1% | +13.7% | -1.3% |
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 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