-27.4%
JOBY vs LUNR
+48.7%
-76.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.4% |
| 7D | -5.2% | -3.1% | -2.1% | -5.0% |
| 30D | -19.7% | -15.3% | -4.4% | -18.9% |
| 3M | -31.7% | -53.2% | +21.4% | -28.7% |
| 6M | -37.5% | -22.2% | -15.3% | -36.8% |
| YTD | -51.6% | -11.6% | -40.0% | -51.4% |
| 1Y | -53.3% | +68.4% | -121.7% | -54.4% |
| 3Y | -12.2% | +216.8% | -229.0% | -13.1% |
| All | -27.4% | +48.7% | -76.1% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 5y: compounded portfolio wealth divided by compounded LUNR 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…
5y analysis · Full analysis span regression · 6 months rolling