+32.4%
LMT vs JEPQ
+94.0%
-61.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.2% |
| 7D | -0.2% | -0.2% | -0.1% | -0.2% |
| 30D | -13.1% | +0.8% | -13.8% | -13.2% |
| 3M | -3.9% | +4.0% | -7.8% | -4.6% |
| 6M | -18.3% | +10.4% | -28.6% | -19.8% |
| YTD | +10.3% | +11.4% | -1.1% | +8.1% |
| 1Y | +14.2% | +18.9% | -4.7% | +10.6% |
| 3Y | +35.0% | +70.3% | -35.3% | +17.9% |
| All | +32.4% | +94.0% | -61.6% | +9.7% |
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 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