+1.7%
LQD vs JEPI
+93.4%
-91.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | 0.0% |
| 7D | 0.0% | -1.1% | +1.1% | +0.3% |
| 30D | -0.2% | -1.3% | +1.1% | +0.1% |
| 3M | -1.7% | +3.3% | -5.0% | -2.6% |
| 6M | -2.7% | +1.0% | -3.7% | -3.0% |
| YTD | -1.4% | +4.2% | -5.7% | -2.6% |
| 1Y | -1.0% | +7.9% | -8.9% | -3.1% |
| 3Y | +15.1% | +30.0% | -15.0% | +6.6% |
| 5Y | -5.2% | +40.9% | -46.1% | -14.4% |
| All | +1.7% | +93.4% | -91.7% | -15.6% |
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