+1,408.5%
LITE vs JEPQ
+59.7%
+1,348.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.2% | +7.5% | +1.9% |
| 7D | -12.9% | -0.2% | -12.6% | -10.8% |
| 30D | -46.0% | -8.2% | -37.8% | -29.2% |
| 3M | -33.0% | -4.1% | -28.9% | -21.1% |
| 6M | -34.0% | -0.8% | -33.2% | -26.4% |
| YTD | +61.7% | +5.5% | +56.2% | +55.8% |
| 1Y | +148.3% | +8.4% | +139.9% | +128.9% |
| 3Y | +1,408.5% | +60.9% | +1,347.6% | +525.8% |
| All | +1,408.5% | +59.7% | +1,348.8% | +525.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling