+90.2%
JEPQ vs LULU
-71.9%
+162.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.5% |
| 7D | -0.2% | -1.6% | +1.5% | +0.1% |
| 30D | +0.8% | -18.1% | +18.9% | +3.7% |
| 3M | +4.0% | -18.8% | +22.7% | +6.9% |
| 6M | +10.4% | -39.2% | +49.6% | +19.0% |
| YTD | +11.4% | -52.4% | +63.8% | +25.4% |
| 1Y | +18.9% | -40.3% | +59.2% | +27.6% |
| 3Y | +70.3% | -75.1% | +145.4% | +108.9% |
| All | +90.2% | -71.9% | +162.2% | +121.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling