+90.2%
JEPQ vs LII
+85.1%
+5.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.5% |
| 7D | +1.1% | +0.5% | +0.6% | +0.9% |
| 30D | +1.3% | -11.2% | +12.5% | +4.2% |
| 3M | +4.7% | -28.8% | +33.5% | +12.6% |
| 6M | +10.6% | -26.9% | +37.5% | +17.5% |
| YTD | +11.4% | -22.2% | +33.6% | +15.9% |
| 1Y | +19.4% | -32.0% | +51.4% | +28.5% |
| 3Y | +71.7% | -0.4% | +72.1% | +58.7% |
| All | +90.2% | +85.1% | +5.1% | +36.0% |
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