+884.6%
LITE vs JEPQ
+94.3%
+790.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.4% |
| 7D | -1.5% | +0.7% | -2.2% | -2.8% |
| 30D | +6.7% | +2.0% | +4.7% | +3.1% |
| 3M | -6.8% | +2.0% | -8.7% | -7.5% |
| 6M | +29.4% | +10.4% | +19.0% | +12.3% |
| YTD | +139.1% | +11.6% | +127.5% | +102.6% |
| 1Y | +521.0% | +20.7% | +500.3% | +370.3% |
| 3Y | +1,535.3% | +70.8% | +1,464.5% | +738.8% |
| All | +884.6% | +94.3% | +790.4% | +347.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling