-39.9%
JOBY vs LNG
+466.9%
-506.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.9% |
| 7D | -8.2% | -4.5% | -3.7% | -7.1% |
| 30D | -25.1% | +4.7% | -29.7% | -26.3% |
| 3M | -28.8% | +15.1% | -43.9% | -32.4% |
| 6M | -36.1% | +13.6% | -49.7% | -40.1% |
| YTD | -52.2% | +44.0% | -96.1% | -59.1% |
| 1Y | -52.4% | +18.4% | -70.8% | -56.2% |
| 3Y | -13.6% | +75.9% | -89.4% | -30.9% |
| 5Y | -32.2% | +231.7% | -263.8% | -49.6% |
| All | -39.9% | +466.9% | -506.9% | -59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling