+21.6%
LBRT vs EPAM
-54.6%
+76.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.3% |
| 7D | +8.3% | +2.0% | +6.3% | +8.0% |
| 30D | +6.1% | +6.5% | -0.4% | +5.0% |
| 3M | -34.8% | +19.9% | -54.7% | -36.6% |
| 6M | -24.8% | -16.9% | -7.9% | -21.9% |
| YTD | +12.2% | -42.9% | +55.1% | +25.4% |
| 1Y | +94.0% | -30.4% | +124.4% | +104.3% |
| All | +21.6% | -54.6% | +76.2% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling