+688.7%
LLY vs JEPI
+92.4%
+596.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.4% |
| 7D | -3.2% | -2.0% | -1.1% | -0.9% |
| 30D | -7.4% | -2.0% | -5.4% | -5.3% |
| 3M | -1.0% | +3.8% | -4.8% | -5.1% |
| 6M | +12.5% | +0.8% | +11.7% | +11.6% |
| YTD | +5.0% | +3.7% | +1.3% | +1.0% |
| 1Y | +49.8% | +7.1% | +42.6% | +39.1% |
| 3Y | +95.5% | +29.4% | +66.1% | +48.5% |
| 5Y | +390.7% | +40.8% | +349.9% | +240.1% |
| All | +688.7% | +92.4% | +596.3% | +250.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling