+41.0%
JEPI vs LII
+25.8%
+15.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.8% |
| 3M | +4.8% | -24.8% | +29.6% | +9.6% |
| 6M | +2.1% | -25.2% | +27.3% | +6.5% |
| YTD | +4.8% | -20.3% | +25.1% | +7.6% |
| 1Y | +8.4% | -32.9% | +41.4% | +15.2% |
| 3Y | +30.8% | +2.0% | +28.8% | +23.4% |
| 5Y | +41.0% | +24.4% | +16.5% | +24.8% |
| All | +41.0% | +25.8% | +15.2% | +24.8% |
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