+90.2%
JEPQ vs LYFT
-31.2%
+121.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.6% |
| 7D | -0.2% | -8.4% | +8.2% | +0.7% |
| 30D | +0.8% | -7.6% | +8.4% | +1.5% |
| 3M | +4.0% | +11.7% | -7.8% | +2.5% |
| 6M | +10.4% | +15.1% | -4.7% | +8.3% |
| YTD | +11.4% | -20.9% | +32.3% | +13.3% |
| 1Y | +18.9% | -16.4% | +35.3% | +19.6% |
| 3Y | +70.3% | +35.2% | +35.1% | +56.2% |
| All | +90.2% | -31.2% | +121.4% | +82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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