+70.3%
JEPQ vs LVS
-7.9%
+78.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -0.2% | -3.5% | +3.3% | +0.4% |
| 30D | +0.8% | -6.2% | +7.0% | +1.7% |
| 3M | +4.0% | -14.8% | +18.8% | +6.5% |
| 6M | +10.4% | -20.9% | +31.2% | +14.2% |
| YTD | +11.4% | -33.0% | +44.5% | +18.3% |
| 1Y | +18.9% | -20.0% | +38.9% | +21.9% |
| 3Y | +70.3% | -6.9% | +77.2% | +60.7% |
| All | +70.3% | -7.9% | +78.1% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 3y: compounded portfolio wealth divided by compounded LVS 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…
3y analysis · Full analysis span regression · 6 months rolling