-39.1%
JOBY vs LVS
-23.9%
-15.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.0% |
| 7D | -5.2% | -3.5% | -1.7% | -3.5% |
| 30D | -19.7% | -6.2% | -13.5% | -17.2% |
| 3M | -31.7% | -14.8% | -16.9% | -26.4% |
| 6M | -37.5% | -20.9% | -16.7% | -30.0% |
| YTD | -51.6% | -33.0% | -18.5% | -41.0% |
| 1Y | -53.3% | -20.0% | -33.3% | -48.2% |
| 3Y | -12.2% | -6.9% | -5.3% | -12.4% |
| 5Y | -31.3% | +9.1% | -40.4% | -41.5% |
| All | -39.1% | -23.9% | -15.3% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 10y: compounded portfolio wealth divided by compounded LVS 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…
10y analysis · Full analysis span regression · 6 months rolling