+6.5%
LBRT vs EPAM
-77.4%
+84.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.9% | +9.2% | +5.5% |
| 7D | -29.1% | +13.4% | -42.5% | -29.6% |
| 30D | -38.4% | +47.1% | -85.5% | -39.9% |
| 3M | -40.1% | +71.2% | -111.2% | -42.3% |
| 6M | -62.9% | +48.9% | -111.8% | -64.0% |
| YTD | -34.5% | -22.2% | -12.3% | -32.7% |
| 1Y | -30.2% | -5.2% | -25.0% | -29.8% |
| 3Y | -37.5% | -34.9% | -2.5% | -36.6% |
| All | +6.5% | -77.4% | +84.0% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling