-25.8%
LBRT vs EPAM
-7.6%
-18.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.7% | -8.1% | -2.2% |
| 7D | -15.7% | +18.8% | -34.5% | -10.9% |
| 30D | -34.3% | +44.9% | -79.2% | -28.1% |
| 3M | -40.6% | +68.6% | -109.2% | -33.5% |
| 6M | -62.0% | +65.4% | -127.4% | -56.7% |
| YTD | -31.6% | -19.9% | -11.7% | -25.2% |
| 1Y | -25.8% | -10.0% | -15.8% | -27.1% |
| All | -25.8% | -7.6% | -18.2% | -27.1% |
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