-38.9%
JOBY vs LPLA
+340.0%
-378.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.2% | -6.0% | -6.1% |
| 7D | -5.9% | -1.5% | -4.3% | -5.3% |
| 30D | -27.1% | -6.0% | -21.2% | -25.3% |
| 3M | -30.7% | +21.4% | -52.1% | -36.8% |
| 6M | -36.1% | +12.1% | -48.1% | -40.1% |
| YTD | -51.4% | -1.8% | -49.5% | -51.5% |
| 1Y | -52.2% | +3.2% | -55.4% | -53.3% |
| 3Y | -12.1% | +45.9% | -58.0% | -27.3% |
| 5Y | -31.1% | +144.7% | -175.8% | -57.8% |
| All | -38.9% | +340.0% | -378.8% | -65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling