+389.2%
LH vs EPAM
+1,058.6%
-669.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +1.5% |
| 7D | +1.4% | +13.4% | -11.9% | -1.1% |
| 30D | +17.5% | +47.1% | -29.6% | +9.5% |
| 3M | +16.1% | +71.2% | -55.1% | +5.2% |
| 6M | +43.4% | +48.9% | -5.6% | +31.8% |
| YTD | +47.2% | -22.2% | +69.4% | +49.9% |
| 1Y | +50.1% | -5.2% | +55.3% | +47.6% |
| 3Y | +81.2% | -34.9% | +116.1% | +84.1% |
| 5Y | +63.7% | -77.4% | +141.1% | +90.6% |
| 10Y | +269.2% | +158.1% | +111.1% | +163.1% |
| All | +389.2% | +1,058.6% | -669.5% | +218.8% |
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