+1,408.5%
LITE vs JEPI
+35.1%
+1,373.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.1% | +8.6% | +5.5% |
| 7D | -12.9% | +0.3% | -13.2% | -12.5% |
| 30D | -46.0% | +1.4% | -47.4% | -47.0% |
| 3M | -33.0% | +1.3% | -34.3% | -34.4% |
| 6M | -34.0% | +6.3% | -40.4% | -43.6% |
| YTD | +61.7% | +6.8% | +54.9% | +37.0% |
| 1Y | +148.3% | +9.8% | +138.5% | +96.5% |
| 3Y | +1,408.5% | +36.0% | +1,372.5% | +551.1% |
| All | +1,408.5% | +35.1% | +1,373.4% | +551.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling