-38.9%
JOBY vs LVS
-23.0%
-15.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.5% | -4.7% | -5.4% |
| 7D | -5.9% | -2.7% | -3.1% | -4.5% |
| 30D | -27.1% | -4.7% | -22.4% | -25.5% |
| 3M | -30.7% | -15.6% | -15.2% | -25.0% |
| 6M | -36.1% | -18.6% | -17.4% | -29.3% |
| YTD | -51.4% | -32.3% | -19.1% | -41.1% |
| 1Y | -52.2% | -18.0% | -34.1% | -47.6% |
| 3Y | -12.1% | -5.8% | -6.2% | -12.7% |
| 5Y | -31.1% | +5.7% | -36.9% | -40.8% |
| All | -38.9% | -23.0% | -15.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling