+101.1%
JEPI vs LII
+98.6%
+2.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -0.3% |
| 7D | +2.7% | +2.9% | -0.2% | +2.2% |
| 30D | +2.5% | +0.9% | +1.6% | +2.1% |
| 3M | +1.9% | -15.5% | +17.5% | +4.8% |
| 6M | +7.7% | -30.2% | +37.9% | +13.7% |
| YTD | +8.2% | -26.8% | +35.0% | +12.5% |
| 1Y | +10.4% | -25.3% | +35.7% | +14.2% |
| 3Y | +36.5% | -7.8% | +44.3% | +32.4% |
| 5Y | +44.2% | +17.0% | +27.2% | +28.1% |
| All | +101.1% | +98.6% | +2.4% | +65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling