+90.4%
JEPQ vs LEN
+12.3%
+78.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +0.7% |
| 7D | +1.4% | -2.9% | +4.3% | +2.0% |
| 30D | +1.3% | -8.9% | +10.2% | +3.1% |
| 3M | +3.8% | -10.9% | +14.7% | +5.8% |
| 6M | +12.2% | -19.7% | +31.8% | +16.4% |
| YTD | +11.6% | -20.6% | +32.1% | +15.4% |
| 1Y | +19.9% | -42.4% | +62.3% | +32.7% |
| 3Y | +71.9% | -26.5% | +98.4% | +69.3% |
| All | +90.4% | +12.3% | +78.2% | +58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling