+92.7%
LLY vs JEPI
+29.8%
+62.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.7% |
| 7D | -3.1% | -1.1% | -2.0% | -1.8% |
| 30D | -8.6% | -1.3% | -7.3% | -7.2% |
| 3M | -1.6% | +3.3% | -5.0% | -5.4% |
| 6M | +11.8% | +1.0% | +10.8% | +10.6% |
| YTD | +5.1% | +4.2% | +0.9% | +0.3% |
| 1Y | +50.7% | +7.9% | +42.8% | +38.3% |
| All | +92.7% | +29.8% | +62.9% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling