+18.4%
LH vs EPAM
-32.1%
+50.5%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | -0.8% | -0.9% | 0.0% | -0.8% |
| 30D | +2.0% | +18.4% | -16.4% | +0.6% |
| 3M | +24.3% | +19.2% | +5.0% | +21.3% |
| 6M | +21.1% | -21.0% | +42.0% | +20.6% |
| YTD | +30.4% | -43.7% | +74.2% | +31.1% |
| 1Y | +18.4% | -29.9% | +48.3% | +21.4% |
| All | +18.4% | -32.1% | +50.5% | +21.4% |
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