+90.2%
JEPQ vs LTH
+187.8%
-97.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.2% | -4.0% | +3.9% | +0.5% |
| 30D | +0.8% | -5.3% | +6.1% | +1.6% |
| 3M | +4.0% | +19.0% | -15.1% | +0.8% |
| 6M | +10.4% | +55.8% | -45.4% | +1.8% |
| YTD | +11.4% | +56.1% | -44.7% | +2.6% |
| 1Y | +18.9% | +41.3% | -22.3% | +11.1% |
| 3Y | +70.3% | +156.6% | -86.4% | +42.1% |
| All | +90.2% | +187.8% | -97.6% | +46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling