+140.8%
LLY vs JEPI
+36.7%
+104.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +6.7% | +2.7% | +4.0% | +3.5% |
| 30D | +19.6% | +2.5% | +17.0% | +16.2% |
| 3M | +19.7% | +1.9% | +17.8% | +17.2% |
| 6M | +42.7% | +7.7% | +35.0% | +31.0% |
| YTD | +35.1% | +8.2% | +27.0% | +23.8% |
| 1Y | +42.2% | +10.4% | +31.8% | +27.4% |
| 3Y | +140.8% | +36.5% | +104.3% | +94.9% |
| All | +140.8% | +36.7% | +104.1% | +94.9% |
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