+90.2%
JEPQ vs LVS
+25.7%
+64.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.1% |
| 7D | +1.1% | -2.7% | +3.8% | +1.6% |
| 30D | +1.3% | -4.7% | +6.0% | +2.1% |
| 3M | +4.7% | -15.6% | +20.3% | +7.7% |
| 6M | +10.6% | -18.6% | +29.3% | +14.4% |
| YTD | +11.4% | -32.3% | +43.7% | +18.9% |
| 1Y | +19.4% | -18.0% | +37.4% | +22.2% |
| 3Y | +71.7% | -5.8% | +77.5% | +65.4% |
| All | +90.2% | +25.7% | +64.5% | +66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling