+93.8%
JEPI vs LBRT
+335.4%
-241.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.7% | -0.7% |
| 7D | -1.1% | +10.2% | -11.3% | -1.7% |
| 30D | -1.3% | +4.9% | -6.1% | -1.6% |
| 3M | +3.3% | -21.2% | +24.6% | +4.4% |
| 6M | +1.0% | -19.9% | +21.0% | +1.7% |
| YTD | +4.2% | +20.8% | -16.5% | +2.2% |
| 1Y | +7.9% | +123.5% | -115.6% | +1.4% |
| 3Y | +30.0% | +30.9% | -0.9% | +24.3% |
| 5Y | +40.9% | +136.3% | -95.4% | +30.6% |
| All | +93.8% | +335.4% | -241.7% | +73.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling