+49.8%
LLY vs JEPI
+7.0%
+42.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.6% |
| 7D | -3.2% | -2.0% | -1.1% | -0.4% |
| 30D | -7.4% | -2.0% | -5.4% | -4.8% |
| 3M | -1.0% | +3.8% | -4.8% | -6.0% |
| 6M | +12.5% | +0.8% | +11.7% | +11.1% |
| YTD | +5.0% | +3.7% | +1.3% | +0.3% |
| 1Y | +49.8% | +7.1% | +42.6% | +39.3% |
| All | +49.8% | +7.0% | +42.8% | +39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling