+759.5%
LLY vs JOBY
-38.2%
+797.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.8% |
| 7D | -2.1% | -3.4% | +1.3% | -2.1% |
| 30D | -1.6% | -13.6% | +12.0% | -1.2% |
| 3M | +2.3% | -39.5% | +41.8% | +3.6% |
| 6M | +14.9% | -31.9% | +46.7% | +15.8% |
| YTD | +7.5% | -48.9% | +56.4% | +9.0% |
| 1Y | +55.7% | -48.5% | +104.2% | +57.3% |
| 3Y | +110.6% | -8.0% | +118.7% | +107.0% |
| 5Y | +363.4% | -33.7% | +397.1% | +349.9% |
| All | +759.5% | -38.2% | +797.6% | +673.6% |
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