-12.3%
LUV vs JEPI
+41.5%
-53.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.3% |
| 7D | -1.0% | -1.0% | 0.0% | +0.7% |
| 30D | -12.4% | -1.4% | -10.9% | -10.2% |
| 3M | -11.0% | +3.5% | -14.5% | -15.7% |
| 6M | -5.0% | +1.9% | -6.9% | -7.2% |
| YTD | -3.8% | +4.4% | -8.2% | -9.3% |
| 1Y | +25.9% | +7.2% | +18.7% | +14.3% |
| 3Y | +42.2% | +29.8% | +12.5% | +0.1% |
| All | -12.3% | +41.5% | -53.8% | -45.7% |
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