+605.1%
LITE vs JOBY
-51.0%
+656.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -9.2% | +5.6% | -1.7% |
| 7D | +22.6% | +0.8% | +21.8% | +22.3% |
| 30D | -36.8% | +7.9% | -44.7% | -37.9% |
| 3M | -33.0% | -32.9% | -0.1% | -27.6% |
| 6M | -37.1% | -49.1% | +12.0% | -28.4% |
| YTD | +69.5% | -59.5% | +129.0% | +97.8% |
| 1Y | +146.1% | -67.2% | +213.3% | +199.9% |
| 3Y | +1,440.8% | +2.9% | +1,437.9% | +1,317.3% |
| 5Y | +580.4% | -41.3% | +621.8% | +493.8% |
| All | +605.1% | -51.0% | +656.1% | +525.9% |
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