-41.1%
JOBY vs LDOS
+55.5%
-96.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.3% | +1.9% | +3.4% |
| 7D | +28.5% | -5.8% | +34.3% | +31.0% |
| 30D | +13.6% | +11.6% | +2.0% | +8.8% |
| 3M | -28.5% | -1.0% | -27.5% | -28.7% |
| 6M | -43.1% | +5.1% | -48.2% | -44.7% |
| YTD | -53.2% | -24.0% | -29.1% | -48.6% |
| 1Y | -58.5% | -30.3% | -28.2% | -53.0% |
| 3Y | +16.6% | +37.0% | -20.3% | +4.8% |
| 5Y | -34.7% | +53.4% | -88.0% | -43.1% |
| All | -41.1% | +55.5% | -96.6% | -48.8% |
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