+9.2%
JEPI vs LBRT
+100.7%
-91.5%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.4% |
| 7D | -0.3% | +8.3% | -8.6% | -0.5% |
| 30D | +0.1% | +6.1% | -6.0% | 0.0% |
| 3M | +4.8% | -34.8% | +39.5% | +5.4% |
| 6M | +1.0% | -24.8% | +25.8% | +1.2% |
| YTD | +5.5% | +12.2% | -6.7% | +4.2% |
| 1Y | +9.2% | +94.0% | -84.8% | +6.0% |
| All | +9.2% | +100.7% | -91.5% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 1y: compounded portfolio wealth divided by compounded LBRT 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…
1y analysis · Full analysis span regression · 6 months rolling