+90.4%
JEPQ vs LBRT
+34.4%
+56.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -4.0% | -0.5% |
| 7D | +1.4% | +6.9% | -5.5% | +0.7% |
| 30D | +1.3% | +7.8% | -6.5% | +0.4% |
| 3M | +3.8% | -25.3% | +29.1% | +6.5% |
| 6M | +12.2% | -19.6% | +31.7% | +13.6% |
| YTD | +11.6% | +17.2% | -5.6% | +7.8% |
| 1Y | +19.9% | +114.1% | -94.2% | +6.7% |
| 3Y | +71.9% | +27.0% | +44.9% | +57.8% |
| All | +90.4% | +34.4% | +56.0% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded LBRT 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling