-39.1%
JOBY vs LYB
+17.3%
-56.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.6% |
| 7D | -5.2% | +0.3% | -5.5% | -5.3% |
| 30D | -19.7% | +2.5% | -22.2% | -20.5% |
| 3M | -31.7% | +1.4% | -33.1% | -32.5% |
| 6M | -37.5% | -3.5% | -34.0% | -39.3% |
| YTD | -51.6% | +52.0% | -103.6% | -62.2% |
| 1Y | -53.3% | +22.1% | -75.3% | -59.9% |
| 3Y | -12.2% | -22.8% | +10.5% | -6.6% |
| 5Y | -31.3% | -3.4% | -27.9% | -34.6% |
| All | -39.1% | +17.3% | -56.5% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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