-34.9%
JOBY vs LDOS
+47.5%
-82.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.3% | +2.6% |
| 7D | +2.2% | -7.1% | +9.4% | +5.0% |
| 30D | -20.8% | -6.1% | -14.8% | -19.1% |
| 3M | -29.5% | +5.6% | -35.1% | -31.2% |
| 6M | -28.4% | -26.9% | -1.5% | -19.7% |
| YTD | -48.2% | -27.9% | -20.3% | -41.7% |
| 1Y | -49.1% | -26.8% | -22.3% | -42.8% |
| 3Y | -6.3% | +39.6% | -45.9% | -15.4% |
| 5Y | -27.2% | +39.4% | -66.6% | -34.1% |
| All | -34.9% | +47.5% | -82.4% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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