+35.9%
LDOS vs EPAM
-31.1%
+67.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +20.6% | -20.5% | -2.5% |
| 7D | -3.7% | +23.0% | -26.7% | -6.4% |
| 30D | +16.4% | +51.6% | -35.2% | +10.2% |
| 3M | +7.4% | +50.8% | -43.4% | +1.4% |
| 6M | -0.3% | +51.1% | -51.5% | -6.4% |
| YTD | -24.0% | -19.1% | -4.9% | -24.2% |
| 1Y | -29.6% | +3.0% | -32.5% | -31.3% |
| All | +35.9% | -31.1% | +67.0% | +32.7% |
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