+92.6%
LLY vs JEPQ
+70.9%
+21.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -3.1% | +1.4% | -4.6% | -3.8% |
| 30D | -5.1% | +1.3% | -6.4% | -5.8% |
| 3M | -2.1% | +3.8% | -5.9% | -4.5% |
| 6M | +13.8% | +12.2% | +1.7% | +5.6% |
| YTD | +5.1% | +11.6% | -6.5% | -2.5% |
| 1Y | +53.1% | +19.9% | +33.2% | +35.0% |
| All | +92.6% | +70.9% | +21.7% | +21.7% |
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 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