+1,278.9%
LITE vs JEPI
+93.4%
+1,185.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +2.1% |
| 7D | +13.6% | -1.1% | +14.7% | +15.8% |
| 30D | +21.6% | -1.3% | +22.8% | +24.0% |
| 3M | +20.3% | +3.3% | +17.0% | +12.2% |
| 6M | +54.4% | +1.0% | +53.4% | +50.1% |
| YTD | +168.3% | +4.2% | +164.1% | +146.4% |
| 1Y | +551.8% | +7.9% | +543.9% | +464.3% |
| 3Y | +1,891.5% | +30.0% | +1,861.5% | +1,244.4% |
| 5Y | +1,014.7% | +40.9% | +973.8% | +577.7% |
| All | +1,278.9% | +93.4% | +1,185.5% | +405.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling