+6.8%
JEPI vs LBRT
-32.4%
+39.3%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -13.7% | +10.4% | -3.0% |
| 7D | -2.7% | -34.8% | +32.1% | -2.3% |
| 30D | -0.3% | -43.6% | +43.3% | +0.2% |
| 3M | -1.3% | -41.2% | +39.9% | -0.9% |
| 6M | +2.5% | -66.1% | +68.6% | +3.7% |
| YTD | +4.0% | -37.9% | +41.8% | +2.1% |
| 1Y | +6.8% | -33.9% | +40.7% | +4.5% |
| All | +6.8% | -32.4% | +39.3% | +4.5% |
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