+72.1%
JEPQ vs LBRT
+21.3%
+50.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | +0.7% | +8.7% | -8.1% | -0.2% |
| 30D | +2.0% | +6.6% | -4.6% | +1.2% |
| 3M | +2.0% | -34.5% | +36.5% | +5.9% |
| 6M | +10.4% | -24.5% | +34.9% | +12.5% |
| YTD | +11.6% | +12.7% | -1.1% | +8.2% |
| 1Y | +20.7% | +94.8% | -74.1% | +8.6% |
| All | +72.1% | +21.3% | +50.7% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling