-51.6%
JOBY vs LCID
-97.0%
+45.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -9.2% | +4.3% | -2.1% |
| 7D | -14.3% | -10.2% | -4.2% | -11.6% |
| 30D | +10.2% | -10.2% | +20.4% | +12.7% |
| 3M | -38.5% | -54.1% | +15.6% | -23.4% |
| 6M | -54.1% | -53.8% | -0.3% | -45.7% |
| YTD | -61.5% | -72.0% | +10.5% | -47.8% |
| 1Y | -65.7% | -80.5% | +14.9% | -48.0% |
| 3Y | -7.0% | -92.6% | +85.6% | +70.5% |
| 5Y | -44.2% | -99.3% | +55.2% | +58.7% |
| All | -51.6% | -97.0% | +45.3% | +25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling