-38.9%
JOBY vs LSCC
+187.3%
-226.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.7% | -4.4% | -5.3% |
| 7D | -5.9% | +1.4% | -7.2% | -6.4% |
| 30D | -27.1% | -10.0% | -17.1% | -23.7% |
| 3M | -30.7% | -16.1% | -14.7% | -25.4% |
| 6M | -36.1% | +27.4% | -63.4% | -43.4% |
| YTD | -51.4% | +56.9% | -108.3% | -61.4% |
| 1Y | -52.2% | +74.6% | -126.7% | -63.9% |
| 3Y | -12.1% | +26.0% | -38.0% | -29.7% |
| 5Y | -31.1% | +86.1% | -117.2% | -57.7% |
| All | -38.9% | +187.3% | -226.1% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling