+42.4%
LUV vs JEPI
+92.4%
-50.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.8% |
| 7D | -0.1% | -2.0% | +1.9% | +3.3% |
| 30D | -14.6% | -2.0% | -12.6% | -11.7% |
| 3M | -5.7% | +3.8% | -9.5% | -10.9% |
| 6M | -8.4% | +0.8% | -9.3% | -9.0% |
| YTD | -5.1% | +3.7% | -8.8% | -9.6% |
| 1Y | +26.6% | +7.1% | +19.5% | +15.1% |
| 3Y | +39.7% | +29.4% | +10.3% | -1.8% |
| 5Y | -12.0% | +40.8% | -52.8% | -45.0% |
| All | +42.4% | +92.4% | -50.1% | -52.1% |
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