-19.0%
LBRT vs EPAM
+48.7%
-67.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.7% | -8.1% | -4.1% |
| 7D | -15.7% | +18.8% | -34.5% | -18.5% |
| 30D | -34.3% | +44.9% | -79.2% | -38.8% |
| 3M | -40.6% | +68.6% | -109.2% | -46.4% |
| 6M | -62.0% | +65.4% | -127.4% | -66.1% |
| YTD | -31.6% | -19.9% | -11.7% | -30.5% |
| 1Y | -25.8% | -10.0% | -15.8% | -26.3% |
| 3Y | -30.4% | -30.3% | -0.1% | -29.7% |
| 5Y | +18.7% | -75.7% | +94.3% | +49.6% |
| All | -19.0% | +48.7% | -67.7% | -63.9% |
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