-90.4%
LCID vs EPAM
-36.8%
-53.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -1.6% | +11.0% | +9.8% |
| 7D | +20.0% | +9.1% | +10.9% | +15.9% |
| 30D | -5.0% | +38.5% | -43.5% | -14.7% |
| 3M | -48.9% | +61.0% | -109.8% | -56.3% |
| 6M | -43.2% | +58.0% | -101.3% | -52.0% |
| YTD | -65.9% | -23.5% | -42.5% | -64.0% |
| 1Y | -79.2% | -10.5% | -68.6% | -79.1% |
| 3Y | -90.4% | -33.8% | -56.6% | -91.0% |
| All | -90.4% | -36.8% | -53.6% | -91.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling