+90.2%
JEPQ vs LNG
+93.0%
-2.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.1% | -6.7% | +7.8% | +1.9% |
| 30D | +1.3% | +3.9% | -2.5% | +0.8% |
| 3M | +4.7% | +15.5% | -10.8% | +2.5% |
| 6M | +10.6% | +10.5% | +0.1% | +8.4% |
| YTD | +11.4% | +43.0% | -31.5% | +4.2% |
| 1Y | +19.4% | +18.9% | +0.6% | +15.4% |
| 3Y | +71.7% | +74.7% | -3.0% | +54.0% |
| All | +90.2% | +93.0% | -2.7% | +63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling