+29.8%
JEPI vs LEN
-27.3%
+57.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.4% |
| 7D | -1.0% | -4.8% | +3.8% | -0.4% |
| 30D | -1.4% | -6.6% | +5.2% | -0.6% |
| 3M | +3.5% | -15.7% | +19.2% | +5.6% |
| 6M | +1.9% | -16.6% | +18.6% | +4.0% |
| YTD | +4.4% | -21.3% | +25.8% | +7.0% |
| 1Y | +7.2% | -42.0% | +49.2% | +14.5% |
| 3Y | +29.8% | -27.9% | +57.7% | +28.2% |
| All | +29.8% | -27.3% | +57.1% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 3y: compounded portfolio wealth divided by compounded LEN 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…
3y analysis · Full analysis span regression · 6 months rolling