-9.3%
LHX vs JEPI
+10.9%
-20.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.7% | -8.1% | -7.9% |
| 7D | -0.3% | +1.5% | -1.8% | -1.6% |
| 30D | +9.7% | +3.6% | +6.1% | +6.1% |
| 3M | -8.5% | +2.3% | -10.8% | -10.4% |
| 6M | -15.1% | +5.6% | -20.7% | -19.9% |
| YTD | -10.4% | +7.5% | -17.9% | -17.8% |
| 1Y | -9.3% | +10.6% | -19.9% | -19.1% |
| All | -9.3% | +10.9% | -20.2% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 1y: compounded portfolio wealth divided by compounded JEPI 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…
1y analysis · Full analysis span regression · 6 months rolling