+8.4%
JEPQ vs LULU
-31.7%
+40.1%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.8% | -3.9% | +0.6% |
| 7D | -4.9% | +6.5% | -11.4% | -5.2% |
| 30D | -6.7% | +20.3% | -27.0% | -7.7% |
| 3M | -3.0% | -8.9% | +5.9% | -2.5% |
| 6M | +1.4% | -13.1% | +14.5% | +2.5% |
| YTD | +6.5% | -46.1% | +52.5% | +12.1% |
| 1Y | +8.4% | -30.3% | +38.6% | +7.6% |
| All | +8.4% | -31.7% | +40.1% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 1y: compounded portfolio wealth divided by compounded LULU 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…
1y analysis · Full analysis span regression · 6 months rolling