+79.3%
JEPQ vs LBRT
-21.5%
+100.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.1% |
| 7D | -1.4% | -15.7% | +14.3% | +0.4% |
| 30D | -8.6% | -34.3% | +25.6% | -4.6% |
| 3M | -4.5% | -40.6% | +36.1% | +0.6% |
| 6M | -1.3% | -62.0% | +60.7% | +8.5% |
| YTD | +5.0% | -31.6% | +36.6% | +7.2% |
| 1Y | +5.9% | -25.8% | +31.7% | +6.8% |
| 3Y | +58.0% | -30.4% | +88.4% | +54.6% |
| All | +79.3% | -21.5% | +100.8% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling