-43.6%
JOBY vs LSCC
+176.8%
-220.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -1.9% | -3.2% |
| 7D | +22.1% | +5.0% | +17.0% | +19.0% |
| 30D | +8.8% | -11.7% | +20.6% | +13.6% |
| 3M | -32.8% | -13.3% | -19.5% | -30.0% |
| 6M | -45.5% | -12.5% | -33.0% | -43.7% |
| YTD | -55.2% | +51.2% | -106.3% | -64.6% |
| 1Y | -62.5% | +65.9% | -128.4% | -71.6% |
| 3Y | +14.1% | +95.3% | -81.3% | -27.6% |
| 5Y | -35.9% | +38.6% | -74.5% | -58.1% |
| All | -43.6% | +176.8% | -220.4% | -68.7% |
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