+96.1%
JEPI vs LSCC
+375.2%
-279.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.6% |
| 7D | -0.3% | +1.3% | -1.7% | -0.5% |
| 30D | +0.1% | -9.7% | +9.8% | +1.0% |
| 3M | +4.8% | -23.7% | +28.5% | +6.9% |
| 6M | +1.0% | +26.5% | -25.5% | -2.6% |
| YTD | +5.5% | +57.5% | -52.0% | -0.9% |
| 1Y | +9.2% | +75.7% | -66.5% | +1.1% |
| 3Y | +31.2% | +19.5% | +11.7% | +22.3% |
| 5Y | +41.4% | +83.8% | -42.4% | +21.3% |
| All | +96.1% | +375.2% | -279.1% | +48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling