-36.1%
JOBY vs LEN
-17.9%
-18.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.5% | -6.6% | -6.4% |
| 7D | -5.9% | -3.4% | -2.5% | -4.1% |
| 30D | -27.1% | -5.7% | -21.5% | -24.7% |
| 3M | -30.7% | -12.2% | -18.5% | -25.0% |
| 6M | -36.1% | -18.3% | -17.8% | -27.7% |
| All | -36.1% | -17.9% | -18.1% | -27.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling