+90.2%
JEPQ vs LOW
+6.8%
+83.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -0.2% | -3.7% | +3.6% | +0.9% |
| 30D | +0.8% | -8.9% | +9.6% | +3.3% |
| 3M | +4.0% | -10.4% | +14.4% | +6.8% |
| 6M | +10.4% | -19.4% | +29.8% | +16.7% |
| YTD | +11.4% | -17.1% | +28.5% | +16.3% |
| 1Y | +18.9% | -26.3% | +45.2% | +28.8% |
| 3Y | +70.3% | -9.9% | +80.2% | +68.9% |
| All | +90.2% | +6.8% | +83.4% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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