+739.7%
LLY vs JOBY
-42.1%
+781.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | -0.1% |
| 7D | -3.2% | -8.2% | +5.0% | -2.9% |
| 30D | -7.4% | -25.1% | +17.6% | -6.7% |
| 3M | -1.0% | -28.8% | +27.7% | -0.2% |
| 6M | +12.5% | -36.1% | +48.6% | +13.6% |
| YTD | +5.0% | -52.2% | +57.2% | +6.7% |
| 1Y | +49.8% | -52.4% | +102.2% | +51.7% |
| 3Y | +95.5% | -13.6% | +109.0% | +92.5% |
| 5Y | +390.7% | -32.2% | +422.8% | +376.9% |
| All | +739.7% | -42.1% | +781.9% | +657.2% |
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