+90.2%
JEPQ vs LOW
+7.8%
+82.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | +1.1% | -0.6% | +1.7% | +1.2% |
| 30D | +1.3% | -9.3% | +10.6% | +4.0% |
| 3M | +4.7% | -8.1% | +12.8% | +6.8% |
| 6M | +10.6% | -19.8% | +30.4% | +17.2% |
| YTD | +11.4% | -16.4% | +27.8% | +16.0% |
| 1Y | +19.4% | -24.7% | +44.1% | +28.5% |
| 3Y | +71.7% | -8.8% | +80.5% | +69.7% |
| All | +90.2% | +7.8% | +82.4% | +72.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling