+90.2%
JEPQ vs LEN
+11.2%
+79.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | +0.4% |
| 7D | -0.2% | -4.8% | +4.6% | +0.8% |
| 30D | +0.8% | -6.6% | +7.3% | +2.0% |
| 3M | +4.0% | -15.7% | +19.6% | +7.1% |
| 6M | +10.4% | -16.6% | +27.0% | +13.7% |
| YTD | +11.4% | -21.3% | +32.8% | +15.5% |
| 1Y | +18.9% | -42.0% | +60.9% | +31.3% |
| 3Y | +70.3% | -27.9% | +98.2% | +68.5% |
| All | +90.2% | +11.2% | +79.0% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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