+273.7%
LYV vs JEPI
+93.8%
+179.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -1.0% |
| 7D | -1.9% | -1.0% | -0.9% | -0.5% |
| 30D | -8.2% | -1.4% | -6.8% | -6.2% |
| 3M | -1.3% | +3.5% | -4.8% | -6.3% |
| 6M | +2.6% | +1.9% | +0.7% | -0.2% |
| YTD | +19.4% | +4.4% | +15.0% | +12.1% |
| 1Y | -2.2% | +7.2% | -9.4% | -11.8% |
| 3Y | +106.0% | +29.8% | +76.3% | +40.2% |
| 5Y | +97.7% | +41.7% | +55.9% | +18.5% |
| All | +273.7% | +93.8% | +179.9% | +9.1% |
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