-28.0%
JOBY vs LH
+27.0%
-55.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.5% |
| 7D | -5.2% | -4.7% | -0.5% | -2.7% |
| 30D | -19.7% | -3.5% | -16.2% | -18.2% |
| 3M | -31.7% | +17.7% | -49.4% | -37.8% |
| 6M | -37.5% | +15.8% | -53.3% | -42.7% |
| YTD | -51.6% | +25.1% | -76.7% | -57.9% |
| 1Y | -53.3% | +12.5% | -65.8% | -56.7% |
| 3Y | -12.2% | +59.8% | -72.0% | -34.6% |
| All | -28.0% | +27.0% | -55.0% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 5y: compounded portfolio wealth divided by compounded LH 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…
5y analysis · Full analysis span regression · 6 months rolling