+49.8%
LLY vs JEPQ
+18.0%
+31.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | -3.2% | -0.7% | -2.5% | -3.1% |
| 30D | -7.4% | +0.6% | -8.0% | -7.5% |
| 3M | -1.0% | +5.8% | -6.8% | -2.3% |
| 6M | +12.5% | +9.7% | +2.8% | +8.3% |
| YTD | +5.0% | +10.5% | -5.5% | +0.3% |
| 1Y | +49.8% | +18.4% | +31.4% | +34.5% |
| All | +49.8% | +18.0% | +31.7% | +34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling