+45.1%
JEPI vs LTH
+160.9%
-115.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -0.3% | -0.6% | +0.3% | -0.3% |
| 30D | +0.1% | -4.6% | +4.7% | +0.6% |
| 3M | +4.8% | +32.8% | -28.1% | +1.5% |
| 6M | +1.0% | +64.6% | -63.6% | -4.7% |
| YTD | +5.5% | +62.6% | -57.2% | -0.4% |
| 1Y | +9.2% | +49.9% | -40.7% | +3.9% |
| 3Y | +31.2% | +151.3% | -120.2% | +17.1% |
| All | +45.1% | +160.9% | -115.8% | +25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling