-96.7%
LCID vs EPAM
-49.7%
-47.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | +0.6% | -11.9% | -11.5% |
| 7D | +9.2% | -1.1% | +10.4% | +9.4% |
| 30D | -3.0% | +41.8% | -44.8% | -14.7% |
| 3M | -50.2% | +63.4% | -113.6% | -58.3% |
| 6M | -45.8% | +72.2% | -118.0% | -56.2% |
| YTD | -69.2% | -20.0% | -49.2% | -68.3% |
| 1Y | -80.4% | -9.0% | -71.3% | -80.7% |
| 3Y | -91.4% | -30.4% | -61.0% | -91.2% |
| 5Y | -99.3% | -75.6% | -23.7% | -98.9% |
| All | -96.7% | -49.7% | -47.0% | -96.3% |
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 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