+304.8%
LLY vs JEPQ
+94.3%
+210.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -2.1% | +0.7% | -2.8% | -2.5% |
| 30D | -1.6% | +2.0% | -3.6% | -2.6% |
| 3M | +2.3% | +2.0% | +0.3% | +0.9% |
| 6M | +14.9% | +10.4% | +4.5% | +8.6% |
| YTD | +7.5% | +11.6% | -4.1% | +0.8% |
| 1Y | +55.7% | +20.7% | +35.0% | +39.7% |
| 3Y | +110.6% | +70.8% | +39.8% | +57.2% |
| All | +304.8% | +94.3% | +210.5% | +184.1% |
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