+651.0%
LITE vs JEPI
+94.2%
+556.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.5% |
| 7D | -35.9% | -2.0% | -34.0% | -32.9% |
| 30D | -51.5% | 0.0% | -51.5% | -51.0% |
| 3M | -35.7% | -0.8% | -35.0% | -34.3% |
| 6M | -43.0% | +3.2% | -46.2% | -46.3% |
| YTD | +46.1% | +4.7% | +41.5% | +34.7% |
| 1Y | +124.7% | +8.0% | +116.7% | +96.5% |
| 3Y | +1,172.1% | +32.3% | +1,139.8% | +744.8% |
| 5Y | +477.0% | +40.5% | +436.5% | +255.6% |
| All | +651.0% | +94.2% | +556.8% | +176.3% |
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