-30.0%
JOBY vs LTH
+150.5%
-180.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.2% |
| 7D | -5.2% | -4.0% | -1.2% | -3.2% |
| 30D | -19.7% | -5.3% | -14.4% | -17.7% |
| 3M | -31.7% | +19.0% | -50.7% | -38.4% |
| 6M | -37.5% | +55.8% | -93.3% | -51.0% |
| YTD | -51.6% | +56.1% | -107.7% | -62.2% |
| 1Y | -53.3% | +41.3% | -94.5% | -62.0% |
| 3Y | -12.2% | +156.6% | -168.9% | -50.3% |
| All | -30.0% | +150.5% | -180.5% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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