+572.9%
LITE vs JOBY
-43.3%
+616.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.2% | +6.5% | +9.8% |
| 7D | -12.9% | +28.5% | -41.4% | -17.6% |
| 30D | -46.0% | +13.6% | -59.6% | -47.4% |
| 3M | -33.0% | -28.5% | -4.6% | -28.7% |
| 6M | -34.0% | -43.1% | +9.1% | -26.7% |
| YTD | +61.7% | -53.2% | +114.9% | +83.2% |
| 1Y | +148.3% | -58.5% | +206.8% | +188.8% |
| 3Y | +1,408.5% | +16.6% | +1,391.9% | +1,250.7% |
| 5Y | +546.2% | -34.7% | +580.8% | +448.7% |
| All | +572.9% | -43.3% | +616.2% | +479.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling