-27.2%
JOBY vs LSCC
+85.6%
-112.9%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +0.8% |
| 7D | +2.2% | +5.2% | -3.0% | -0.3% |
| 30D | -20.8% | -9.6% | -11.2% | -17.1% |
| 3M | -29.5% | -17.8% | -11.7% | -23.0% |
| 6M | -28.4% | +37.4% | -65.8% | -39.6% |
| YTD | -48.2% | +59.7% | -107.9% | -60.0% |
| 1Y | -49.1% | +76.2% | -125.3% | -62.6% |
| 3Y | -6.3% | +28.2% | -34.5% | -26.5% |
| 5Y | -27.2% | +87.2% | -114.4% | -61.4% |
| All | -27.2% | +85.6% | -112.9% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling