+45.5%
JEPI vs LII
+20.3%
+25.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.1% | +0.8% |
| 7D | -0.1% | -2.3% | +2.2% | +0.3% |
| 30D | +2.8% | -1.7% | +4.5% | +2.9% |
| 3M | +2.6% | -18.3% | +20.9% | +6.2% |
| 6M | +8.4% | -32.3% | +40.7% | +15.2% |
| YTD | +8.6% | -27.1% | +35.7% | +13.1% |
| 1Y | +10.4% | -27.2% | +37.6% | +14.8% |
| 3Y | +37.1% | -8.9% | +46.0% | +32.1% |
| 5Y | +45.5% | +19.7% | +25.8% | +26.8% |
| All | +45.5% | +20.3% | +25.2% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling