-31.1%
LDOS vs EPAM
-4.9%
-26.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -1.7% |
| 7D | -7.2% | +13.4% | -20.6% | -9.3% |
| 30D | +16.8% | +47.1% | -30.2% | +9.0% |
| 3M | -1.6% | +71.2% | -72.8% | -10.4% |
| 6M | -1.0% | +48.9% | -49.9% | -9.0% |
| YTD | -25.8% | -22.2% | -3.5% | -25.8% |
| 1Y | -31.1% | -5.2% | -25.9% | -35.0% |
| All | -31.1% | -4.9% | -26.2% | -35.0% |
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 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