+71.3%
LMT vs JOBY
-42.1%
+113.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.1% |
| 7D | -0.5% | -8.2% | +7.6% | -0.5% |
| 30D | -10.8% | -25.1% | +14.3% | -10.6% |
| 3M | +1.6% | -28.8% | +30.4% | +1.8% |
| 6M | -17.6% | -36.1% | +18.6% | -17.4% |
| YTD | +11.6% | -52.2% | +63.8% | +11.9% |
| 1Y | +17.2% | -52.4% | +69.6% | +17.7% |
| 3Y | +35.7% | -13.6% | +49.3% | +36.1% |
| 5Y | +75.2% | -32.2% | +107.4% | +76.0% |
| All | +71.3% | -42.1% | +113.4% | +66.9% |
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