+1,358.0%
LITE vs JEPI
+36.7%
+1,321.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.3% | -4.1% |
| 7D | +10.8% | +2.7% | +8.1% | +4.2% |
| 30D | -33.4% | +2.5% | -36.0% | -36.4% |
| 3M | -32.2% | +1.9% | -34.2% | -34.7% |
| 6M | -42.1% | +7.7% | -49.8% | -52.1% |
| YTD | +61.9% | +8.2% | +53.7% | +32.8% |
| 1Y | +163.0% | +10.4% | +152.6% | +105.2% |
| 3Y | +1,358.0% | +36.5% | +1,321.5% | +526.6% |
| All | +1,358.0% | +36.7% | +1,321.3% | +526.6% |
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