+90.2%
JEPQ vs LBRT
+38.6%
+51.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.5% |
| 7D | +1.1% | +10.2% | -9.1% | 0.0% |
| 30D | +1.3% | +4.9% | -3.5% | +0.7% |
| 3M | +4.7% | -21.2% | +25.9% | +6.8% |
| 6M | +10.6% | -19.9% | +30.6% | +12.1% |
| YTD | +11.4% | +20.8% | -9.3% | +7.3% |
| 1Y | +19.4% | +123.5% | -104.1% | +5.7% |
| 3Y | +71.7% | +30.9% | +40.8% | +57.1% |
| All | +90.2% | +38.6% | +51.6% | +74.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling