-12.2%
JOBY vs LNG
+74.6%
-86.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -5.2% | -4.7% | -0.5% | -4.0% |
| 30D | -19.7% | +3.8% | -23.5% | -20.8% |
| 3M | -31.7% | +16.2% | -47.9% | -35.8% |
| 6M | -37.5% | +11.7% | -49.2% | -41.9% |
| YTD | -51.6% | +44.2% | -95.8% | -61.5% |
| 1Y | -53.3% | +18.6% | -71.9% | -58.2% |
| 3Y | -12.2% | +77.4% | -89.6% | -43.6% |
| All | -12.2% | +74.6% | -86.8% | -43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling