+48.7%
LVS vs JBLU
-72.5%
+121.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -0.4% |
| 7D | -2.7% | -5.6% | +2.9% | -0.7% |
| 30D | -4.7% | -22.3% | +17.7% | +3.9% |
| 3M | -15.6% | -11.0% | -4.6% | -13.8% |
| 6M | -18.6% | -3.1% | -15.5% | -21.8% |
| YTD | -32.3% | -3.7% | -28.5% | -36.0% |
| 1Y | -18.0% | -14.8% | -3.2% | -20.0% |
| 3Y | -5.8% | -15.4% | +9.6% | -26.6% |
| 5Y | +5.7% | -71.4% | +77.1% | +23.7% |
| 10Y | 0.0% | -73.0% | +73.0% | +2.9% |
| All | +48.7% | -72.5% | +121.2% | -12.0% |
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