+98.6%
JEPI vs LDOS
+50.0%
+48.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.3% | +1.7% |
| 7D | +0.3% | -5.8% | +6.2% | +1.2% |
| 30D | +1.4% | +11.6% | -10.1% | -0.2% |
| 3M | +1.3% | -1.0% | +2.3% | +1.2% |
| 6M | +6.3% | +5.1% | +1.3% | +5.1% |
| YTD | +6.8% | -24.0% | +30.9% | +10.6% |
| 1Y | +9.8% | -30.3% | +40.1% | +15.4% |
| 3Y | +36.0% | +37.0% | -0.9% | +24.5% |
| 5Y | +43.4% | +53.4% | -10.0% | +27.9% |
| All | +98.6% | +50.0% | +48.6% | +76.1% |
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