+74.5%
JEPQ vs LSCC
+107.5%
-33.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.1% | -6.0% | -0.2% |
| 7D | -5.6% | +13.0% | -18.6% | -8.0% |
| 30D | -11.3% | -19.8% | +8.5% | -7.8% |
| 3M | -6.5% | -18.4% | +11.9% | -3.6% |
| 6M | -3.6% | -16.1% | +12.5% | -2.0% |
| YTD | +2.2% | +42.7% | -40.5% | -7.7% |
| 1Y | +4.8% | +68.0% | -63.2% | -8.6% |
| 3Y | +56.3% | +85.8% | -29.6% | +25.0% |
| All | +74.5% | +107.5% | -33.0% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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