+94.0%
LBRT vs EPAM
-32.1%
+126.1%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +0.8% |
| 7D | +8.3% | +2.0% | +6.3% | +8.4% |
| 30D | +6.1% | +6.5% | -0.4% | +7.2% |
| 3M | -34.8% | +19.9% | -54.7% | -32.6% |
| 6M | -24.8% | -16.9% | -7.9% | -21.5% |
| YTD | +12.2% | -42.9% | +55.1% | +19.0% |
| 1Y | +94.0% | -30.4% | +124.4% | +84.8% |
| All | +94.0% | -32.1% | +126.1% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 1y: compounded portfolio wealth divided by compounded EPAM 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…
1y analysis · Full analysis span regression · 6 months rolling