+92.8%
JEPI vs LSCC
+368.0%
-275.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | -2.0% | +0.4% | -2.5% | -2.1% |
| 30D | -2.0% | -9.5% | +7.5% | -1.2% |
| 3M | +3.8% | -13.8% | +17.6% | +4.7% |
| 6M | +0.8% | +24.5% | -23.7% | -2.6% |
| YTD | +3.7% | +55.1% | -51.4% | -2.4% |
| 1Y | +7.1% | +72.5% | -65.4% | -0.7% |
| 3Y | +29.4% | +24.5% | +4.9% | +20.1% |
| 5Y | +40.8% | +81.8% | -41.1% | +20.9% |
| All | +92.8% | +368.0% | -275.2% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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