+275.0%
LH vs EPAM
+163.7%
+111.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.7% |
| 7D | +4.6% | +9.1% | -4.5% | +2.4% |
| 30D | +19.1% | +38.5% | -19.4% | +11.5% |
| 3M | +16.7% | +61.0% | -44.2% | +6.0% |
| 6M | +47.0% | +58.0% | -11.0% | +32.5% |
| YTD | +49.3% | -23.5% | +72.8% | +52.9% |
| 1Y | +48.6% | -10.5% | +59.2% | +47.5% |
| 3Y | +87.8% | -33.8% | +121.7% | +90.4% |
| 5Y | +65.0% | -78.1% | +143.2% | +107.7% |
| 10Y | +275.0% | +157.7% | +117.3% | +94.5% |
| All | +275.0% | +163.7% | +111.3% | +94.5% |
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