-63.0%
LULU vs JEPI
+93.8%
-156.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.0% |
| 7D | -1.6% | -1.0% | -0.6% | +0.1% |
| 30D | -18.1% | -1.4% | -16.7% | -15.9% |
| 3M | -18.8% | +3.5% | -22.3% | -23.2% |
| 6M | -39.2% | +1.9% | -41.1% | -41.0% |
| YTD | -52.4% | +4.4% | -56.8% | -55.4% |
| 1Y | -40.3% | +7.2% | -47.5% | -46.3% |
| 3Y | -75.1% | +29.8% | -104.9% | -83.6% |
| 5Y | -76.7% | +41.7% | -118.5% | -86.4% |
| All | -63.0% | +93.8% | -156.8% | -87.5% |
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