-39.1%
JOBY vs LHX
+47.0%
-86.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.7% |
| 7D | -5.2% | -4.3% | -0.9% | -3.7% |
| 30D | -19.7% | -15.1% | -4.6% | -15.0% |
| 3M | -31.7% | -21.0% | -10.8% | -26.3% |
| 6M | -37.5% | -32.0% | -5.5% | -28.5% |
| YTD | -51.6% | -15.3% | -36.3% | -48.6% |
| 1Y | -53.3% | -11.1% | -42.2% | -51.1% |
| 3Y | -12.2% | +54.0% | -66.2% | -20.8% |
| 5Y | -31.3% | +17.1% | -48.4% | -34.3% |
| All | -39.1% | +47.0% | -86.2% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LHX.
Daily Out/Under-Performance
Portfolio return minus LHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LHX 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 LHX 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