-4.9%
LVS vs JEPI
+93.4%
-98.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.7% |
| 7D | -2.7% | -1.1% | -1.6% | -1.2% |
| 30D | -4.7% | -1.3% | -3.4% | -2.9% |
| 3M | -15.6% | +3.3% | -18.9% | -19.3% |
| 6M | -18.6% | +1.0% | -19.6% | -19.8% |
| YTD | -32.3% | +4.2% | -36.5% | -36.1% |
| 1Y | -18.0% | +7.9% | -26.0% | -26.4% |
| 3Y | -5.8% | +30.0% | -35.9% | -33.6% |
| 5Y | +5.7% | +40.9% | -35.2% | -32.2% |
| All | -4.9% | +93.4% | -98.3% | -60.3% |
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