+93.8%
JEPI vs LDOS
+41.1%
+52.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -1.1% | -4.2% | +3.1% | -0.5% |
| 30D | -1.3% | -7.9% | +6.6% | -0.1% |
| 3M | +3.3% | +4.1% | -0.8% | +2.4% |
| 6M | +1.0% | -28.2% | +29.2% | +6.0% |
| YTD | +4.2% | -28.5% | +32.8% | +9.1% |
| 1Y | +7.9% | -27.7% | +35.6% | +12.6% |
| 3Y | +30.0% | +38.4% | -8.4% | +18.5% |
| 5Y | +40.9% | +38.0% | +3.0% | +27.7% |
| All | +93.8% | +41.1% | +52.6% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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