+546.2%
LITE vs JEPI
+43.7%
+502.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.1% | +8.6% | +6.6% |
| 7D | -12.9% | +0.3% | -13.2% | -12.6% |
| 30D | -46.0% | +1.4% | -47.4% | -46.7% |
| 3M | -33.0% | +1.3% | -34.3% | -34.0% |
| 6M | -34.0% | +6.3% | -40.4% | -41.6% |
| YTD | +61.7% | +6.8% | +54.9% | +42.8% |
| 1Y | +148.3% | +9.8% | +138.5% | +108.7% |
| 3Y | +1,408.5% | +36.0% | +1,372.5% | +835.0% |
| 5Y | +546.2% | +43.4% | +502.8% | +276.2% |
| All | +546.2% | +43.7% | +502.5% | +276.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling