-29.6%
LDOS vs EPAM
+4.5%
-34.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +20.6% | -20.5% | -3.3% |
| 7D | -3.7% | +23.0% | -26.7% | -7.2% |
| 30D | +16.4% | +51.6% | -35.2% | +8.1% |
| 3M | +7.4% | +50.8% | -43.4% | -0.7% |
| 6M | -0.3% | +51.1% | -51.5% | -8.6% |
| YTD | -24.0% | -19.1% | -4.9% | -24.6% |
| 1Y | -29.6% | +3.0% | -32.5% | -33.9% |
| All | -29.6% | +4.5% | -34.1% | -33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling