+43.4%
JEPI vs LBRT
+16.1%
+27.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.1% | -6.1% | +1.5% |
| 7D | +0.3% | -11.9% | +12.3% | +1.1% |
| 30D | +1.4% | -31.9% | +33.4% | +3.8% |
| 3M | +1.3% | -34.9% | +36.1% | +3.8% |
| 6M | +6.3% | -60.7% | +67.0% | +12.6% |
| YTD | +6.8% | -29.2% | +36.0% | +7.3% |
| 1Y | +9.8% | -23.6% | +33.4% | +9.5% |
| 3Y | +36.0% | -26.8% | +62.9% | +32.2% |
| 5Y | +43.4% | +16.3% | +27.0% | +33.9% |
| All | +43.4% | +16.1% | +27.2% | +33.9% |
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