+5.2%
LOW vs JEPI
+41.5%
-36.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.8% |
| 7D | -3.7% | -1.0% | -2.7% | -2.4% |
| 30D | -8.9% | -1.4% | -7.4% | -7.0% |
| 3M | -10.4% | +3.5% | -14.0% | -14.5% |
| 6M | -19.4% | +1.9% | -21.3% | -21.1% |
| YTD | -17.1% | +4.4% | -21.6% | -21.4% |
| 1Y | -26.3% | +7.2% | -33.5% | -32.4% |
| 3Y | -9.9% | +29.8% | -39.7% | -36.4% |
| All | +5.2% | +41.5% | -36.3% | -32.4% |
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