-38.9%
JOBY vs LBRT
+210.8%
-249.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.1% | -9.2% | -6.8% |
| 7D | -5.9% | +10.2% | -16.0% | -7.7% |
| 30D | -27.1% | +4.9% | -32.0% | -28.0% |
| 3M | -30.7% | -21.2% | -9.5% | -28.2% |
| 6M | -36.1% | -19.9% | -16.1% | -34.5% |
| YTD | -51.4% | +20.8% | -72.1% | -54.9% |
| 1Y | -52.2% | +123.5% | -175.7% | -61.4% |
| 3Y | -12.1% | +30.9% | -43.0% | -22.9% |
| 5Y | -31.1% | +136.3% | -167.4% | -45.1% |
| All | -38.9% | +210.8% | -249.6% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 10y: compounded portfolio wealth divided by compounded LBRT 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…
10y analysis · Full analysis span regression · 6 months rolling