-22.5%
LBRT vs EPAM
+44.3%
-66.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.9% | +9.2% | +5.9% |
| 7D | -29.1% | +13.4% | -42.5% | -31.1% |
| 30D | -38.4% | +47.1% | -85.5% | -42.8% |
| 3M | -40.1% | +71.2% | -111.2% | -46.0% |
| 6M | -62.9% | +48.9% | -111.8% | -66.2% |
| YTD | -34.5% | -22.2% | -12.3% | -33.1% |
| 1Y | -30.2% | -5.2% | -25.0% | -31.6% |
| 3Y | -37.5% | -34.9% | -2.5% | -36.1% |
| 5Y | +7.6% | -77.4% | +85.0% | +39.2% |
| All | -22.5% | +44.3% | -66.8% | -65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling