+516.1%
LRCX vs JEPQ
+94.0%
+422.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -1.7% |
| 7D | -3.1% | -0.2% | -2.9% | -2.7% |
| 30D | -8.6% | +0.8% | -9.3% | -9.8% |
| 3M | -17.7% | +4.0% | -21.6% | -21.7% |
| 6M | +36.4% | +10.4% | +26.0% | +17.1% |
| YTD | +74.5% | +11.4% | +63.1% | +48.8% |
| 1Y | +159.4% | +18.9% | +140.5% | +97.7% |
| 3Y | +361.6% | +70.3% | +291.3% | +90.1% |
| All | +516.1% | +94.0% | +422.1% | +117.0% |
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 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