+716.5%
LITE vs JEPI
+98.4%
+618.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -2.0% |
| 7D | -13.9% | +0.6% | -14.5% | -14.0% |
| 30D | -46.9% | +1.6% | -48.5% | -47.8% |
| 3M | -28.0% | +1.3% | -29.3% | -29.1% |
| 6M | -35.2% | +6.5% | -41.7% | -42.4% |
| YTD | +58.9% | +6.9% | +51.9% | +40.9% |
| 1Y | +125.3% | +9.4% | +115.9% | +92.5% |
| 3Y | +1,344.4% | +35.0% | +1,309.4% | +824.5% |
| 5Y | +541.2% | +43.2% | +497.9% | +281.6% |
| All | +716.5% | +98.4% | +618.0% | +189.1% |
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 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