+41.0%
JEPI vs LSCC
+85.6%
-44.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.7% |
| 7D | -0.2% | +5.2% | -5.4% | -0.7% |
| 30D | -0.6% | -9.6% | +9.1% | +0.3% |
| 3M | +4.8% | -17.8% | +22.6% | +6.2% |
| 6M | +2.1% | +37.4% | -35.3% | -2.6% |
| YTD | +4.8% | +59.7% | -54.8% | -2.0% |
| 1Y | +8.4% | +76.2% | -67.8% | -0.1% |
| 3Y | +30.8% | +28.2% | +2.6% | +20.8% |
| 5Y | +41.0% | +87.2% | -46.2% | +15.5% |
| All | +41.0% | +85.6% | -44.7% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling