-7.0%
JOBY vs LSCC
+99.6%
-106.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.5% | +0.6% | -2.6% |
| 7D | -14.3% | +7.0% | -21.3% | -16.9% |
| 30D | +10.2% | -2.3% | +12.5% | +9.6% |
| 3M | -38.5% | -12.5% | -26.0% | -36.3% |
| 6M | -54.1% | -10.6% | -43.5% | -52.9% |
| YTD | -61.5% | +52.7% | -114.2% | -68.9% |
| 1Y | -65.7% | +74.0% | -139.6% | -73.7% |
| 3Y | -7.0% | +104.8% | -111.8% | -46.2% |
| All | -7.0% | +99.6% | -106.6% | -46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling