-35.8%
JOBY vs LSCC
+188.4%
-224.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.9% | -2.8% |
| 7D | -3.4% | +1.3% | -4.7% | -4.1% |
| 30D | -13.6% | -9.7% | -3.9% | -9.7% |
| 3M | -39.5% | -23.7% | -15.8% | -31.7% |
| 6M | -31.9% | +26.5% | -58.3% | -39.6% |
| YTD | -48.9% | +57.5% | -106.5% | -59.6% |
| 1Y | -48.5% | +75.7% | -124.2% | -61.3% |
| 3Y | -8.0% | +19.5% | -27.5% | -24.6% |
| 5Y | -33.7% | +83.8% | -117.4% | -59.2% |
| All | -35.8% | +188.4% | -224.2% | -64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling