+71.9%
JEPQ vs LII
+2.8%
+69.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.3% | +0.2% |
| 7D | +1.4% | +2.1% | -0.7% | +1.0% |
| 30D | +1.3% | -12.4% | +13.7% | +3.9% |
| 3M | +3.8% | -24.8% | +28.6% | +8.9% |
| 6M | +12.2% | -25.2% | +37.3% | +17.3% |
| YTD | +11.6% | -20.3% | +31.8% | +14.6% |
| 1Y | +19.9% | -32.9% | +52.8% | +27.9% |
| 3Y | +71.9% | +2.0% | +69.9% | +67.5% |
| All | +71.9% | +2.8% | +69.1% | +67.5% |
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