-6.9%
LVS vs JBLU
-15.7%
+8.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -3.5% | -5.0% | +1.5% | -2.8% |
| 30D | -6.2% | -23.9% | +17.6% | -3.0% |
| 3M | -14.8% | -11.6% | -3.2% | -13.9% |
| 6M | -20.9% | -0.2% | -20.6% | -22.1% |
| YTD | -33.0% | -3.3% | -29.7% | -34.2% |
| 1Y | -20.0% | -15.4% | -4.6% | -20.2% |
| 3Y | -6.9% | -14.7% | +7.8% | -14.5% |
| All | -6.9% | -15.7% | +8.8% | -14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling