+275.4%
LDOS vs EPAM
+65.3%
+210.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.8% |
| 7D | -5.4% | +2.0% | -7.4% | -5.7% |
| 30D | +4.9% | +6.5% | -1.6% | +3.6% |
| 3M | +7.2% | +19.9% | -12.7% | +4.0% |
| 6M | -24.2% | -16.9% | -7.3% | -23.1% |
| YTD | -25.8% | -42.9% | +17.1% | -21.4% |
| 1Y | -24.7% | -30.4% | +5.7% | -22.3% |
| 3Y | +39.3% | -54.7% | +94.0% | +48.1% |
| 5Y | +43.3% | -81.8% | +125.1% | +71.8% |
| All | +275.4% | +65.3% | +210.1% | +120.0% |
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 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