+33.5%
LBRT vs EPAM
+6.0%
+27.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.8% | +1.9% |
| 7D | +8.7% | +2.0% | +6.8% | +8.4% |
| 30D | +6.6% | +6.5% | +0.1% | +4.9% |
| 3M | -34.5% | +19.9% | -54.4% | -37.3% |
| 6M | -24.5% | -16.9% | -7.6% | -23.0% |
| YTD | +12.7% | -42.9% | +55.6% | +22.7% |
| 1Y | +94.8% | -30.4% | +125.2% | +102.8% |
| 3Y | +31.9% | -54.7% | +86.6% | +44.8% |
| 5Y | +111.8% | -81.8% | +193.6% | +177.8% |
| All | +33.5% | +6.0% | +27.5% | -36.3% |
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