+554.3%
LITE vs JEPQ
+82.8%
+471.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -0.7% |
| 7D | -13.9% | -1.4% | -12.5% | -9.9% |
| 30D | -46.9% | -8.6% | -38.3% | -33.7% |
| 3M | -28.0% | -4.5% | -23.5% | -17.1% |
| 6M | -35.2% | -1.3% | -33.9% | -27.9% |
| YTD | +58.9% | +5.0% | +53.8% | +58.9% |
| 1Y | +125.3% | +5.9% | +119.4% | +125.6% |
| 3Y | +1,344.4% | +58.0% | +1,286.4% | +790.6% |
| All | +554.3% | +82.8% | +471.4% | +251.1% |
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