+60.9%
JEPQ vs LII
-8.9%
+69.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.0% | +2.8% |
| 7D | -0.2% | -1.2% | +0.9% | 0.0% |
| 30D | -8.2% | -2.0% | -6.2% | -8.1% |
| 3M | -4.1% | -20.2% | +16.1% | -0.2% |
| 6M | -0.8% | -32.5% | +31.7% | +5.9% |
| YTD | +5.5% | -27.4% | +32.9% | +10.0% |
| 1Y | +8.4% | -28.2% | +36.5% | +13.1% |
| 3Y | +60.9% | -7.2% | +68.1% | +61.4% |
| All | +60.9% | -8.9% | +69.8% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling