+30.8%
JEPI vs LII
+2.8%
+28.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | -0.2% | +2.1% | -2.3% | -0.6% |
| 30D | -0.6% | -12.4% | +11.8% | +1.4% |
| 3M | +4.8% | -24.8% | +29.6% | +8.7% |
| 6M | +2.1% | -25.2% | +27.3% | +5.6% |
| YTD | +4.8% | -20.3% | +25.1% | +7.0% |
| 1Y | +8.4% | -32.9% | +41.4% | +13.9% |
| 3Y | +30.8% | +2.0% | +28.8% | +27.7% |
| All | +30.8% | +2.8% | +28.0% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling