+101.3%
JEPI vs LII
+96.4%
+4.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | +2.9% | -0.2% | +3.1% | +3.0% |
| 30D | +2.6% | -0.6% | +3.2% | +2.5% |
| 3M | +2.2% | -17.0% | +19.2% | +5.5% |
| 6M | +7.6% | -31.1% | +38.7% | +13.9% |
| YTD | +8.3% | -27.7% | +36.0% | +12.9% |
| 1Y | +9.7% | -26.2% | +35.9% | +13.8% |
| 3Y | +36.7% | -9.6% | +46.3% | +33.1% |
| 5Y | +44.4% | +15.7% | +28.7% | +28.6% |
| All | +101.3% | +96.4% | +4.9% | +65.8% |
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