+90.2%
JEPQ vs LUMN
-30.2%
+120.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.7% |
| 7D | -0.2% | +2.5% | -2.7% | -0.3% |
| 30D | +0.8% | +10.3% | -9.6% | +0.2% |
| 3M | +4.0% | -18.3% | +22.2% | +4.8% |
| 6M | +10.4% | +4.4% | +6.0% | +9.7% |
| YTD | +11.4% | -10.7% | +22.1% | +11.1% |
| 1Y | +18.9% | +14.0% | +5.0% | +16.8% |
| 3Y | +70.3% | +406.6% | -336.3% | +50.6% |
| All | +90.2% | -30.2% | +120.4% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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