+32.5%
LMT vs JEPQ
+94.0%
-61.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -1.3% | +1.1% | -2.4% | -1.5% |
| 30D | -12.5% | +1.3% | -13.8% | -12.7% |
| 3M | -0.5% | +4.7% | -5.1% | -1.3% |
| 6M | -20.0% | +10.6% | -30.6% | -21.5% |
| YTD | +10.4% | +11.4% | -1.0% | +8.1% |
| 1Y | +17.7% | +19.4% | -1.7% | +13.9% |
| 3Y | +34.3% | +71.7% | -37.4% | +16.9% |
| All | +32.5% | +94.0% | -61.5% | +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 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