-12.2%
JOBY vs LEN
-27.3%
+15.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.2% |
| 7D | -5.2% | -4.8% | -0.4% | -3.1% |
| 30D | -19.7% | -6.6% | -13.2% | -17.2% |
| 3M | -31.7% | -15.7% | -16.1% | -26.5% |
| 6M | -37.5% | -16.6% | -20.9% | -32.4% |
| YTD | -51.6% | -21.3% | -30.2% | -47.2% |
| 1Y | -53.3% | -42.0% | -11.3% | -41.1% |
| 3Y | -12.2% | -27.9% | +15.7% | -17.1% |
| All | -12.2% | -27.3% | +15.1% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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