+1,016.4%
LITE vs JOBY
-41.1%
+1,057.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.1% | +7.2% | +2.3% |
| 7D | +13.6% | -5.9% | +19.5% | +15.0% |
| 30D | +21.6% | -27.1% | +48.7% | +29.3% |
| 3M | +20.3% | -30.7% | +51.1% | +29.3% |
| 6M | +54.4% | -36.1% | +90.4% | +66.9% |
| YTD | +168.3% | -51.4% | +219.7% | +202.5% |
| 1Y | +551.8% | -52.2% | +604.0% | +632.0% |
| 3Y | +1,891.5% | -12.1% | +1,903.6% | +1,748.6% |
| 5Y | +1,014.7% | -31.1% | +1,045.8% | +841.1% |
| All | +1,016.4% | -41.1% | +1,057.5% | +857.4% |
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