+10.5%
LQD vs JEPQ
+94.0%
-83.5%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | -1.3% | +0.8% | -2.1% | -1.4% |
| 3M | -3.2% | +4.0% | -7.2% | -3.9% |
| 6M | -2.1% | +10.4% | -12.5% | -3.9% |
| YTD | -2.4% | +11.4% | -13.8% | -4.3% |
| 1Y | -2.7% | +18.9% | -21.6% | -5.7% |
| 3Y | +14.2% | +70.3% | -56.1% | +2.0% |
| All | +10.5% | +94.0% | -83.5% | -6.2% |
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