-49.6%
LYFT vs JEPI
+93.8%
-143.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +0.7% |
| 7D | -8.4% | -1.0% | -7.4% | -6.5% |
| 30D | -7.6% | -1.4% | -6.2% | -4.9% |
| 3M | +11.7% | +3.5% | +8.2% | +5.2% |
| 6M | +15.1% | +1.9% | +13.2% | +11.3% |
| YTD | -20.9% | +4.4% | -25.3% | -26.7% |
| 1Y | -16.4% | +7.2% | -23.6% | -26.1% |
| 3Y | +35.2% | +29.8% | +5.4% | -12.6% |
| 5Y | -69.4% | +41.7% | -111.1% | -82.9% |
| All | -49.6% | +93.8% | -143.4% | -85.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling