+566.1%
LITE vs JEPQ
+83.8%
+482.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.2% | +7.5% | +3.9% |
| 7D | -12.9% | -0.2% | -12.6% | -11.0% |
| 30D | -46.0% | -8.2% | -37.8% | -33.2% |
| 3M | -33.0% | -4.1% | -28.9% | -23.6% |
| 6M | -34.0% | -0.8% | -33.2% | -27.4% |
| YTD | +61.7% | +5.5% | +56.2% | +60.1% |
| 1Y | +148.3% | +8.4% | +139.9% | +138.6% |
| 3Y | +1,408.5% | +60.9% | +1,347.6% | +807.1% |
| All | +566.1% | +83.8% | +482.4% | +253.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling