+82.8%
JEPQ vs LII
+73.4%
+9.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.8% |
| 7D | -0.3% | -2.3% | +2.0% | +0.2% |
| 30D | -6.6% | -1.7% | -4.9% | -6.5% |
| 3M | -2.6% | -18.3% | +15.7% | +1.8% |
| 6M | +0.5% | -32.3% | +32.8% | +8.8% |
| YTD | +7.1% | -27.1% | +34.2% | +12.7% |
| 1Y | +8.1% | -27.2% | +35.3% | +13.7% |
| 3Y | +61.2% | -8.9% | +70.1% | +52.1% |
| All | +82.8% | +73.4% | +9.5% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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