+409.1%
LLY vs JEPQ
+85.8%
+323.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | +6.7% | +3.4% | +3.3% | +5.2% |
| 30D | +19.6% | -5.6% | +25.2% | +22.3% |
| 3M | +19.7% | -4.2% | +23.9% | +21.5% |
| 6M | +42.7% | -0.2% | +42.9% | +41.3% |
| YTD | +35.1% | +6.7% | +28.4% | +28.8% |
| 1Y | +42.2% | +9.5% | +32.7% | +33.5% |
| 3Y | +140.8% | +60.5% | +80.3% | +84.1% |
| All | +409.1% | +85.8% | +323.3% | +263.0% |
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