+185.7%
LH vs EPAM
+66.7%
+119.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.9% |
| 7D | -2.5% | +2.0% | -4.4% | -2.8% |
| 30D | +4.3% | +6.5% | -2.2% | +2.7% |
| 3M | +25.5% | +19.9% | +5.6% | +20.2% |
| 6M | +17.0% | -16.9% | +33.9% | +19.7% |
| YTD | +31.3% | -42.9% | +74.1% | +43.0% |
| 1Y | +20.0% | -30.4% | +50.3% | +25.2% |
| 3Y | +63.9% | -54.7% | +118.6% | +79.7% |
| 5Y | +30.9% | -81.8% | +112.7% | +67.3% |
| All | +185.7% | +66.7% | +119.0% | +65.5% |
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