+93.8%
JEPI vs LEN
+59.7%
+34.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | -1.1% | -3.4% | +2.2% | -0.7% |
| 30D | -1.3% | -5.7% | +4.4% | -0.5% |
| 3M | +3.3% | -12.2% | +15.6% | +5.0% |
| 6M | +1.0% | -18.3% | +19.3% | +3.5% |
| YTD | +4.2% | -20.2% | +24.4% | +6.9% |
| 1Y | +7.9% | -40.1% | +48.0% | +15.2% |
| 3Y | +30.0% | -26.2% | +56.2% | +32.1% |
| 5Y | +40.9% | -9.8% | +50.8% | +35.6% |
| All | +93.8% | +59.7% | +34.1% | +75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling