+43.6%
JEPI vs LTH
+150.5%
-106.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | -1.0% | -4.0% | +3.0% | -0.6% |
| 30D | -1.4% | -5.3% | +3.9% | -0.9% |
| 3M | +3.5% | +19.0% | -15.5% | +1.5% |
| 6M | +1.9% | +55.8% | -53.8% | -3.2% |
| YTD | +4.4% | +56.1% | -51.7% | -1.0% |
| 1Y | +7.2% | +41.3% | -34.1% | +2.6% |
| 3Y | +29.8% | +156.6% | -126.9% | +15.6% |
| All | +43.6% | +150.5% | -106.8% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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