-7.0%
JOBY vs LCID
-92.2%
+85.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -9.2% | +4.3% | -1.6% |
| 7D | -14.3% | -10.2% | -4.2% | -11.2% |
| 30D | +10.2% | -10.2% | +20.4% | +13.0% |
| 3M | -38.5% | -54.1% | +15.6% | -20.7% |
| 6M | -54.1% | -53.8% | -0.3% | -44.4% |
| YTD | -61.5% | -72.0% | +10.5% | -44.7% |
| 1Y | -65.7% | -80.5% | +14.9% | -43.2% |
| 3Y | -7.0% | -92.6% | +85.6% | +100.8% |
| All | -7.0% | -92.2% | +85.2% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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