+521.0%
LITE vs JEPQ
+21.4%
+499.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.0% |
| 7D | -1.5% | +0.7% | -2.2% | -3.6% |
| 30D | +6.7% | +2.0% | +4.7% | +0.9% |
| 3M | -6.8% | +2.0% | -8.7% | -9.1% |
| 6M | +29.4% | +10.4% | +19.0% | +1.8% |
| YTD | +139.1% | +11.6% | +127.5% | +76.4% |
| 1Y | +521.0% | +20.7% | +500.3% | +262.2% |
| All | +521.0% | +21.4% | +499.6% | +262.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ 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 1y: compounded portfolio wealth divided by compounded JEPQ 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…
1y analysis · Full analysis span regression · 6 months rolling