-39.1%
JOBY vs LUMN
-12.6%
-26.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +1.0% |
| 7D | -5.2% | +2.5% | -7.7% | -5.6% |
| 30D | -19.7% | +10.3% | -30.1% | -21.1% |
| 3M | -31.7% | -18.3% | -13.5% | -29.8% |
| 6M | -37.5% | +4.4% | -41.9% | -38.0% |
| YTD | -51.6% | -10.7% | -40.9% | -51.3% |
| 1Y | -53.3% | +14.0% | -67.2% | -54.9% |
| 3Y | -12.2% | +406.6% | -418.8% | -44.5% |
| 5Y | -31.3% | -36.8% | +5.5% | -30.4% |
| All | -39.1% | -12.6% | -26.6% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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