+1,870.5%
LITE vs JEPQ
+71.9%
+1,798.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | 0.0% | +11.1% | +11.1% |
| 7D | +12.6% | +1.4% | +11.2% | +8.4% |
| 30D | +9.9% | +1.3% | +8.6% | +6.7% |
| 3M | +9.3% | +3.8% | +5.4% | +2.6% |
| 6M | +75.2% | +12.2% | +63.1% | +38.3% |
| YTD | +165.5% | +11.6% | +153.9% | +111.7% |
| 1Y | +555.0% | +19.9% | +535.1% | +354.5% |
| 3Y | +1,870.5% | +71.9% | +1,798.6% | +642.9% |
| All | +1,870.5% | +71.9% | +1,798.5% | +642.9% |
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