+8.4%
JEPQ vs LNG
+42.0%
-33.6%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.2% | +7.1% | +0.2% |
| 7D | -4.9% | -1.9% | -3.0% | -4.9% |
| 30D | -6.7% | +6.2% | -12.9% | -5.6% |
| 3M | -3.0% | +13.7% | -16.8% | -0.9% |
| 6M | +1.4% | +7.5% | -6.1% | +3.3% |
| YTD | +6.5% | +51.3% | -44.8% | +8.6% |
| 1Y | +8.4% | +42.6% | -34.2% | +11.3% |
| All | +8.4% | +42.0% | -33.6% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 1y: compounded portfolio wealth divided by compounded LNG 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…
1y analysis · Full analysis span regression · 6 months rolling