+92.8%
JEPI vs LII
+109.5%
-16.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -2.0% | -3.5% | +1.4% | -1.4% |
| 30D | -2.0% | -13.5% | +11.5% | +0.6% |
| 3M | +3.8% | -26.0% | +29.8% | +8.8% |
| 6M | +0.8% | -26.8% | +27.6% | +5.5% |
| YTD | +3.7% | -22.9% | +26.6% | +7.1% |
| 1Y | +7.1% | -32.6% | +39.7% | +13.4% |
| 3Y | +29.4% | -1.3% | +30.7% | +24.0% |
| 5Y | +40.8% | +23.1% | +17.7% | +24.1% |
| All | +92.8% | +109.5% | -16.6% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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