+94.2%
JEPI vs LUMN
-13.5%
+107.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.6% |
| 7D | -1.0% | +2.5% | -3.5% | -1.1% |
| 30D | -1.4% | +10.3% | -11.8% | -1.8% |
| 3M | +3.5% | -18.3% | +21.8% | +4.2% |
| 6M | +1.9% | +4.4% | -2.4% | +1.3% |
| YTD | +4.4% | -10.7% | +15.1% | +4.1% |
| 1Y | +7.2% | +14.0% | -6.8% | +5.4% |
| 3Y | +29.8% | +406.6% | -376.8% | +14.3% |
| 5Y | +41.7% | -36.8% | +78.5% | +44.9% |
| All | +94.2% | -13.5% | +107.7% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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