-12.2%
JOBY vs LUV
+40.8%
-53.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.2% | +0.7% |
| 7D | -5.2% | -1.0% | -4.2% | -4.8% |
| 30D | -19.7% | -12.4% | -7.4% | -15.1% |
| 3M | -31.7% | -11.0% | -20.7% | -28.5% |
| 6M | -37.5% | -5.0% | -32.6% | -36.6% |
| YTD | -51.6% | -3.8% | -47.8% | -52.5% |
| 1Y | -53.3% | +25.9% | -79.2% | -60.5% |
| 3Y | -12.2% | +42.2% | -54.5% | -49.8% |
| All | -12.2% | +40.8% | -53.0% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 3y: compounded portfolio wealth divided by compounded LUV 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…
3y analysis · Full analysis span regression · 6 months rolling