+44.1%
JEPI vs LBRT
+28.1%
+16.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | +2.7% | +9.2% | -6.5% | +2.1% |
| 30D | +2.5% | -27.5% | +30.1% | +4.5% |
| 3M | +1.9% | -37.9% | +39.8% | +4.9% |
| 6M | +7.7% | -60.7% | +68.4% | +14.1% |
| YTD | +8.2% | -28.5% | +36.7% | +8.5% |
| 1Y | +10.4% | -13.2% | +23.6% | +8.9% |
| 3Y | +36.5% | -28.8% | +65.3% | +32.9% |
| All | +44.1% | +28.1% | +16.0% | +32.5% |
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 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