-39.1%
JOBY vs LUV
-8.8%
-30.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.2% | +0.5% |
| 7D | -5.2% | -1.0% | -4.2% | -4.7% |
| 30D | -19.7% | -12.4% | -7.4% | -13.7% |
| 3M | -31.7% | -11.0% | -20.7% | -27.6% |
| 6M | -37.5% | -5.0% | -32.6% | -36.6% |
| YTD | -51.6% | -3.8% | -47.8% | -53.3% |
| 1Y | -53.3% | +25.9% | -79.2% | -62.3% |
| 3Y | -12.2% | +42.2% | -54.5% | -39.7% |
| 5Y | -31.3% | -10.8% | -20.5% | -35.0% |
| All | -39.1% | -8.8% | -30.4% | -43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling