-65.8%
JOBY vs LNG
+42.0%
-107.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -6.2% | +10.3% | +2.2% |
| 7D | -0.6% | -1.9% | +1.3% | -0.9% |
| 30D | -12.6% | +6.2% | -18.8% | -10.4% |
| 3M | -36.6% | +13.7% | -50.4% | -33.3% |
| 6M | -43.0% | +7.5% | -50.5% | -39.0% |
| YTD | -61.7% | +51.3% | -113.0% | -62.1% |
| 1Y | -65.8% | +42.6% | -108.4% | -65.7% |
| All | -65.8% | +42.0% | -107.8% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 1y: compounded portfolio wealth divided by compounded LNG 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…
1y analysis · Full analysis span regression · 6 months rolling