+40.5%
JEPI vs LDOS
+47.7%
-7.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.4% |
| 7D | -2.0% | -7.2% | +5.2% | -0.9% |
| 30D | 0.0% | +16.8% | -16.9% | -2.4% |
| 3M | -0.8% | -1.6% | +0.8% | -0.7% |
| 6M | +3.2% | -1.0% | +4.2% | +3.0% |
| YTD | +4.7% | -25.8% | +30.4% | +9.0% |
| 1Y | +8.0% | -31.1% | +39.1% | +14.0% |
| 3Y | +32.3% | +32.8% | -0.5% | +19.1% |
| All | +40.5% | +47.7% | -7.3% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling