+38.6%
LRCX vs JEPQ
+9.7%
+28.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -2.8% |
| 7D | +1.8% | -0.7% | +2.5% | +4.4% |
| 30D | -4.3% | +0.6% | -4.9% | -5.7% |
| 3M | -7.3% | +5.8% | -13.1% | -19.5% |
| 6M | +38.6% | +9.7% | +28.9% | +12.7% |
| All | +38.6% | +9.7% | +28.8% | +12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling