+88.0%
LH vs EPAM
-29.8%
+117.8%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +2.5% | -1.1% | +3.6% | +2.6% |
| 30D | +18.7% | +41.8% | -23.1% | +14.2% |
| 3M | +15.3% | +63.4% | -48.0% | +9.2% |
| 6M | +45.4% | +72.2% | -26.8% | +35.8% |
| YTD | +49.5% | -20.0% | +69.5% | +50.5% |
| 1Y | +41.4% | -9.0% | +50.4% | +40.1% |
| All | +88.0% | -29.8% | +117.8% | +77.5% |
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 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