+42.6%
JEPI vs LTH
+150.3%
-107.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.4% |
| 7D | -2.0% | -3.7% | +1.7% | -1.6% |
| 30D | -2.0% | -5.3% | +3.3% | -1.5% |
| 3M | +3.8% | +24.2% | -20.4% | +1.3% |
| 6M | +0.8% | +54.8% | -54.0% | -4.2% |
| YTD | +3.7% | +56.1% | -52.3% | -1.7% |
| 1Y | +7.1% | +45.5% | -38.4% | +2.2% |
| 3Y | +29.4% | +155.9% | -126.5% | +15.3% |
| All | +42.6% | +150.3% | -107.7% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling