-26.2%
JOBY vs LTH
+160.9%
-187.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.1% |
| 7D | -3.4% | -0.6% | -2.8% | -3.2% |
| 30D | -13.6% | -4.6% | -9.0% | -12.0% |
| 3M | -39.5% | +32.8% | -72.3% | -48.4% |
| 6M | -31.9% | +64.6% | -96.5% | -48.0% |
| YTD | -48.9% | +62.6% | -111.6% | -61.0% |
| 1Y | -48.5% | +49.9% | -98.5% | -59.4% |
| 3Y | -8.0% | +151.3% | -159.4% | -47.3% |
| All | -26.2% | +160.9% | -187.1% | -60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling