-38.9%
JOBY vs LEN
+18.4%
-57.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.5% | -6.6% | -6.4% |
| 7D | -5.9% | -3.4% | -2.5% | -4.2% |
| 30D | -27.1% | -5.7% | -21.5% | -24.9% |
| 3M | -30.7% | -12.2% | -18.5% | -26.3% |
| 6M | -36.1% | -18.3% | -17.8% | -29.3% |
| YTD | -51.4% | -20.2% | -31.2% | -46.4% |
| 1Y | -52.2% | -40.1% | -12.1% | -38.9% |
| 3Y | -12.1% | -26.2% | +14.1% | -4.2% |
| 5Y | -31.1% | -9.8% | -21.3% | -37.0% |
| All | -38.9% | +18.4% | -57.3% | -48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling