+296.0%
LLY vs JEPQ
+94.0%
+202.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -3.1% | +1.1% | -4.2% | -3.6% |
| 30D | -8.6% | +1.3% | -9.9% | -9.2% |
| 3M | -1.6% | +4.7% | -6.3% | -4.3% |
| 6M | +11.8% | +10.6% | +1.2% | +5.6% |
| YTD | +5.1% | +11.4% | -6.3% | -1.3% |
| 1Y | +50.7% | +19.4% | +31.3% | +36.0% |
| 3Y | +95.7% | +71.7% | +24.0% | +45.7% |
| All | +296.0% | +94.0% | +202.0% | +178.1% |
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 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