-64.7%
JOBY vs LYV
+26.7%
-91.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.1% | +6.0% | +5.6% |
| 7D | +4.3% | +1.9% | +2.4% | +3.1% |
| 30D | -8.3% | +5.5% | -13.8% | -11.2% |
| 3M | -32.1% | -1.2% | -30.8% | -31.8% |
| 6M | -38.9% | +15.3% | -54.2% | -45.4% |
| YTD | -59.8% | +27.2% | -87.0% | -66.7% |
| 1Y | -64.7% | +34.5% | -99.1% | -72.0% |
| All | -64.7% | +26.7% | -91.4% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 1y: compounded portfolio wealth divided by compounded LYV 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…
1y analysis · Full analysis span regression · 6 months rolling