+760.3%
LDOS vs EPAM
+899.0%
-138.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -2.8% | +0.8% | -3.6% | -2.9% |
| 30D | +13.6% | +24.9% | -11.3% | +10.0% |
| 3M | +4.2% | +22.6% | -18.4% | +0.8% |
| 6M | -8.2% | +24.2% | -32.4% | -11.8% |
| YTD | -24.1% | -33.0% | +8.9% | -20.9% |
| 1Y | -31.2% | -13.3% | -17.9% | -30.9% |
| 3Y | +35.0% | -42.9% | +77.9% | +40.0% |
| 5Y | +52.6% | -80.8% | +133.5% | +80.0% |
| 10Y | +261.9% | +122.5% | +139.4% | +135.1% |
| All | +760.3% | +899.0% | -138.6% | +362.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling