+993.3%
LITE vs JEPQ
+94.2%
+899.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | 0.0% | +11.1% | +11.1% |
| 7D | +12.6% | +1.4% | +11.2% | +9.4% |
| 30D | +9.9% | +1.3% | +8.6% | +7.5% |
| 3M | +9.3% | +3.8% | +5.4% | +4.5% |
| 6M | +75.2% | +12.2% | +63.1% | +47.1% |
| YTD | +165.5% | +11.6% | +153.9% | +125.1% |
| 1Y | +555.0% | +19.9% | +535.1% | +401.8% |
| 3Y | +1,870.5% | +71.9% | +1,798.6% | +903.8% |
| All | +993.3% | +94.2% | +899.1% | +397.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling