+35.0%
LMT vs JOBY
-13.5%
+48.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.1% |
| 7D | -0.2% | -5.2% | +5.0% | -0.2% |
| 30D | -13.1% | -19.7% | +6.7% | -13.0% |
| 3M | -3.9% | -31.7% | +27.9% | -3.7% |
| 6M | -18.3% | -37.5% | +19.3% | -18.2% |
| YTD | +10.3% | -51.6% | +61.9% | +10.5% |
| 1Y | +14.2% | -53.3% | +67.5% | +14.7% |
| 3Y | +35.0% | -12.2% | +47.2% | +41.0% |
| All | +35.0% | -13.5% | +48.5% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling