-3.9%
LQD vs JOBY
-42.1%
+38.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.9% |
| 7D | -1.1% | -8.2% | +7.1% | -0.9% |
| 30D | -1.1% | -25.1% | +23.9% | -0.5% |
| 3M | -2.3% | -28.8% | +26.4% | -1.7% |
| 6M | -2.9% | -36.1% | +33.2% | -2.2% |
| YTD | -2.3% | -52.2% | +49.9% | -1.2% |
| 1Y | -2.2% | -52.4% | +50.2% | -1.2% |
| 3Y | +14.0% | -13.6% | +27.6% | +12.2% |
| 5Y | -5.8% | -32.2% | +26.4% | -8.5% |
| All | -3.9% | -42.1% | +38.3% | -6.1% |
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