+88.7%
JEPQ vs LII
+83.5%
+5.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -0.7% | -3.5% | +2.8% | +0.2% |
| 30D | +0.6% | -13.5% | +14.1% | +4.1% |
| 3M | +5.8% | -26.0% | +31.8% | +12.7% |
| 6M | +9.7% | -26.8% | +36.5% | +16.4% |
| YTD | +10.5% | -22.9% | +33.4% | +15.2% |
| 1Y | +18.4% | -32.6% | +51.0% | +27.7% |
| 3Y | +70.3% | -1.3% | +71.6% | +57.7% |
| All | +88.7% | +83.5% | +5.2% | +35.2% |
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