+33.5%
LBRT vs EPAM
+6.0%
+27.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.4% |
| 7D | +8.3% | +2.0% | +6.3% | +7.9% |
| 30D | +6.1% | +6.5% | -0.4% | +4.4% |
| 3M | -34.8% | +19.9% | -54.7% | -37.6% |
| 6M | -24.8% | -16.9% | -7.9% | -23.3% |
| YTD | +12.2% | -42.9% | +55.1% | +22.1% |
| 1Y | +94.0% | -30.4% | +124.4% | +101.9% |
| 3Y | +31.3% | -54.7% | +86.0% | +44.1% |
| 5Y | +111.8% | -81.8% | +193.6% | +177.8% |
| All | +33.5% | +6.0% | +27.5% | -36.3% |
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