+119.9%
LIN vs JOBY
-45.7%
+165.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +0.5% |
| 7D | +2.0% | +22.1% | -20.1% | +1.0% |
| 30D | +7.9% | +8.8% | -1.0% | +7.3% |
| 3M | +6.3% | -32.8% | +39.1% | +8.2% |
| 6M | +6.5% | -45.5% | +52.0% | +9.2% |
| YTD | +23.6% | -55.2% | +78.7% | +27.4% |
| 1Y | +25.7% | -62.5% | +88.2% | +30.7% |
| 3Y | +35.6% | +14.1% | +21.5% | +26.7% |
| 5Y | +65.9% | -35.9% | +101.8% | +51.7% |
| All | +119.9% | -45.7% | +165.6% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 JOBY 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