+1,128.7%
LITE vs JEPI
+95.7%
+1,033.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.7% |
| 7D | -1.5% | -0.3% | -1.2% | -1.0% |
| 30D | +6.7% | +0.1% | +6.5% | +6.1% |
| 3M | -6.8% | +4.8% | -11.5% | -15.2% |
| 6M | +29.4% | +1.0% | +28.4% | +26.7% |
| YTD | +139.1% | +5.5% | +133.6% | +115.1% |
| 1Y | +521.0% | +9.2% | +511.8% | +426.9% |
| 3Y | +1,535.3% | +31.2% | +1,504.1% | +986.4% |
| 5Y | +889.8% | +41.4% | +848.5% | +496.8% |
| All | +1,128.7% | +95.7% | +1,033.0% | +341.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling