-28.3%
JOBY vs LUNR
+51.5%
-79.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.6% |
| 7D | -8.2% | -0.5% | -7.6% | -8.1% |
| 30D | -25.1% | -11.3% | -13.8% | -24.5% |
| 3M | -28.8% | -44.9% | +16.1% | -26.3% |
| 6M | -36.1% | -17.3% | -18.8% | -35.6% |
| YTD | -52.2% | -9.9% | -42.3% | -52.1% |
| 1Y | -52.4% | +76.1% | -128.6% | -53.6% |
| 3Y | -13.6% | +240.0% | -253.6% | -14.5% |
| All | -28.3% | +51.5% | -79.8% | -23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling