-28.0%
JOBY vs LPLA
+147.5%
-175.5%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +0.5% |
| 7D | -5.2% | -1.5% | -3.6% | -4.6% |
| 30D | -19.7% | -6.0% | -13.7% | -17.7% |
| 3M | -31.7% | +24.0% | -55.8% | -38.3% |
| 6M | -37.5% | +17.0% | -54.5% | -42.6% |
| YTD | -51.6% | -0.7% | -50.9% | -51.9% |
| 1Y | -53.3% | +2.1% | -55.4% | -54.2% |
| 3Y | -12.2% | +48.7% | -60.9% | -28.0% |
| All | -28.0% | +147.5% | -175.5% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 5y: compounded portfolio wealth divided by compounded LPLA 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…
5y analysis · Full analysis span regression · 6 months rolling