-51.6%
JOBY vs LII
+20.7%
-72.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.1% | -6.0% | -5.6% |
| 7D | -14.3% | +2.9% | -17.3% | -15.8% |
| 30D | +10.2% | +0.9% | +9.3% | +8.4% |
| 3M | -38.5% | -15.5% | -23.0% | -32.4% |
| 6M | -54.1% | -30.2% | -23.9% | -44.4% |
| YTD | -61.5% | -26.8% | -34.7% | -55.6% |
| 1Y | -65.7% | -25.3% | -40.4% | -60.9% |
| 3Y | -7.0% | -7.8% | +0.8% | -11.0% |
| 5Y | -44.2% | +17.0% | -61.1% | -58.9% |
| All | -51.6% | +20.7% | -72.3% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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