+73.0%
LMT vs JEPI
+41.5%
+31.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.5% |
| 7D | -0.2% | -1.0% | +0.8% | +0.4% |
| 30D | -13.1% | -1.4% | -11.6% | -12.4% |
| 3M | -3.9% | +3.5% | -7.4% | -5.8% |
| 6M | -18.3% | +1.9% | -20.2% | -19.2% |
| YTD | +10.3% | +4.4% | +5.9% | +7.6% |
| 1Y | +14.2% | +7.2% | +7.0% | +9.8% |
| 3Y | +35.0% | +29.8% | +5.2% | +15.1% |
| All | +73.0% | +41.5% | +31.5% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling