-40.7%
LBRT vs EPAM
-31.1%
-9.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +20.6% | -34.3% | -14.4% |
| 7D | -34.8% | +23.0% | -57.8% | -35.5% |
| 30D | -43.6% | +51.6% | -95.2% | -45.4% |
| 3M | -41.2% | +50.8% | -92.0% | -43.4% |
| 6M | -66.1% | +51.1% | -117.2% | -67.3% |
| YTD | -37.9% | -19.1% | -18.7% | -32.3% |
| 1Y | -33.9% | +3.0% | -36.9% | -32.8% |
| All | -40.7% | -31.1% | -9.6% | -42.2% |
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