+90.2%
JEPQ vs LNG
+94.6%
-4.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -0.2% | -4.7% | +4.5% | +0.4% |
| 30D | +0.8% | +3.8% | -3.0% | +0.2% |
| 3M | +4.0% | +16.2% | -12.2% | +1.7% |
| 6M | +10.4% | +11.7% | -1.3% | +8.0% |
| YTD | +11.4% | +44.2% | -32.8% | +4.1% |
| 1Y | +18.9% | +18.6% | +0.3% | +15.0% |
| 3Y | +70.3% | +77.4% | -7.1% | +52.3% |
| All | +90.2% | +94.6% | -4.4% | +63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling