+88.7%
JEPQ vs LTH
+187.7%
-99.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -0.7% | -3.7% | +3.1% | -0.1% |
| 30D | +0.6% | -5.3% | +5.9% | +1.4% |
| 3M | +5.8% | +24.2% | -18.4% | +1.8% |
| 6M | +9.7% | +54.8% | -45.2% | +1.3% |
| YTD | +10.5% | +56.1% | -45.5% | +1.8% |
| 1Y | +18.4% | +45.5% | -27.1% | +10.1% |
| 3Y | +70.3% | +155.9% | -85.6% | +42.3% |
| All | +88.7% | +187.7% | -99.0% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling