+90.5%
JEPQ vs LII
+92.3%
-1.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | 0.0% |
| 7D | +0.7% | -0.7% | +1.4% | +0.8% |
| 30D | +2.0% | -12.6% | +14.6% | +5.3% |
| 3M | +2.0% | -24.4% | +26.4% | +8.1% |
| 6M | +10.4% | -28.7% | +39.1% | +18.2% |
| YTD | +11.6% | -19.1% | +30.7% | +15.0% |
| 1Y | +20.7% | -29.7% | +50.4% | +28.8% |
| 3Y | +70.8% | +4.8% | +66.0% | +55.7% |
| All | +90.5% | +92.3% | -1.8% | +34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling