+390.2%
LLY vs JOBY
-32.4%
+422.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.1% | +6.2% | +0.2% |
| 7D | -3.1% | -5.9% | +2.8% | -2.9% |
| 30D | -8.6% | -27.1% | +18.5% | -7.8% |
| 3M | -1.6% | -30.7% | +29.1% | -0.7% |
| 6M | +11.8% | -36.1% | +47.9% | +13.0% |
| YTD | +5.1% | -51.4% | +56.5% | +6.9% |
| 1Y | +50.7% | -52.2% | +102.9% | +52.8% |
| 3Y | +95.7% | -12.1% | +107.7% | +92.1% |
| 5Y | +390.2% | -31.1% | +421.3% | +376.2% |
| All | +390.2% | -32.4% | +422.6% | +376.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling