+41.0%
JEPI vs LBRT
+116.2%
-75.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -0.9% |
| 7D | -0.2% | +6.9% | -7.2% | -0.7% |
| 30D | -0.6% | +7.8% | -8.4% | -1.2% |
| 3M | +4.8% | -25.3% | +30.1% | +6.5% |
| 6M | +2.1% | -19.6% | +21.7% | +2.9% |
| YTD | +4.8% | +17.2% | -12.3% | +2.2% |
| 1Y | +8.4% | +114.1% | -105.6% | -0.3% |
| 3Y | +30.8% | +27.0% | +3.8% | +22.9% |
| 5Y | +41.0% | +128.3% | -87.3% | +24.7% |
| All | +41.0% | +116.2% | -75.2% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling