+80.2%
JEPQ vs LII
+72.8%
+7.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.0% | +2.7% |
| 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% | +0.8% |
| 6M | -0.8% | -32.5% | +31.7% | +7.5% |
| YTD | +5.5% | -27.4% | +32.9% | +11.2% |
| 1Y | +8.4% | -28.2% | +36.5% | +14.4% |
| 3Y | +60.9% | -7.2% | +68.1% | +50.8% |
| All | +80.2% | +72.8% | +7.4% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling