-96.2%
LCID vs EPAM
-49.6%
-46.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.7% | +0.1% | +3.3% |
| 7D | +24.8% | +18.8% | +6.0% | +16.4% |
| 30D | -0.5% | +44.9% | -45.5% | -13.1% |
| 3M | -43.0% | +68.6% | -111.5% | -52.7% |
| 6M | -40.5% | +65.4% | -105.9% | -51.3% |
| YTD | -64.3% | -19.9% | -44.4% | -63.3% |
| 1Y | -78.1% | -10.0% | -68.0% | -78.3% |
| 3Y | -90.1% | -30.3% | -59.8% | -89.8% |
| 5Y | -99.1% | -75.7% | -23.4% | -98.7% |
| All | -96.2% | -49.6% | -46.6% | -95.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling