-39.1%
JOBY vs LYV
+152.4%
-191.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.2% |
| 7D | -5.2% | -1.9% | -3.3% | -4.1% |
| 30D | -19.7% | -8.2% | -11.5% | -15.7% |
| 3M | -31.7% | -1.3% | -30.5% | -31.8% |
| 6M | -37.5% | +2.6% | -40.1% | -39.0% |
| YTD | -51.6% | +19.4% | -71.0% | -57.0% |
| 1Y | -53.3% | -2.2% | -51.0% | -53.6% |
| 3Y | -12.2% | +106.0% | -118.3% | -44.2% |
| 5Y | -31.3% | +97.7% | -129.0% | -53.0% |
| All | -39.1% | +152.4% | -191.6% | -58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling