+84.6%
LOW vs JEPI
+93.4%
-8.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.3% |
| 7D | -0.6% | -1.1% | +0.5% | +1.0% |
| 30D | -9.3% | -1.3% | -8.0% | -7.6% |
| 3M | -8.1% | +3.3% | -11.4% | -12.1% |
| 6M | -19.8% | +1.0% | -20.8% | -20.5% |
| YTD | -16.4% | +4.2% | -20.6% | -20.6% |
| 1Y | -24.7% | +7.9% | -32.6% | -31.8% |
| 3Y | -8.8% | +30.0% | -38.9% | -36.6% |
| 5Y | +7.8% | +40.9% | -33.1% | -32.2% |
| All | +84.6% | +93.4% | -8.8% | -32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling