-26.4%
LBRT vs EPAM
+50.1%
-76.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +20.6% | -34.3% | -16.7% |
| 7D | -34.8% | +23.0% | -57.8% | -37.4% |
| 30D | -43.6% | +51.6% | -95.2% | -47.8% |
| 3M | -41.2% | +50.8% | -92.0% | -46.0% |
| 6M | -66.1% | +51.1% | -117.2% | -69.1% |
| YTD | -37.9% | -19.1% | -18.7% | -36.8% |
| 1Y | -33.9% | +3.0% | -36.9% | -36.2% |
| 3Y | -40.9% | -31.2% | -9.7% | -40.1% |
| 5Y | +2.1% | -76.5% | +78.6% | +31.4% |
| All | -26.4% | +50.1% | -76.5% | -67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling