+129.4%
LITE vs JEPQ
+6.9%
+122.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.2% | +7.5% | +0.1% |
| 7D | -12.9% | -0.2% | -12.6% | -10.9% |
| 30D | -46.0% | -8.2% | -37.8% | -25.9% |
| 3M | -33.0% | -4.1% | -28.9% | -18.9% |
| 6M | -34.0% | -0.8% | -33.2% | -25.3% |
| YTD | +61.7% | +5.5% | +56.2% | +51.5% |
| All | +129.4% | +6.9% | +122.5% | +114.2% |
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