-9.3%
LHX vs EPAM
-15.2%
+5.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.6% | -5.9% | -6.4% |
| 7D | -0.3% | +0.8% | -1.2% | -0.4% |
| 30D | +9.7% | +24.9% | -15.3% | +8.2% |
| 3M | -8.5% | +22.6% | -31.1% | -9.7% |
| 6M | -15.1% | +24.2% | -39.3% | -17.1% |
| YTD | -10.4% | -33.0% | +22.5% | -13.1% |
| 1Y | -9.3% | -13.3% | +4.0% | -16.8% |
| All | -9.3% | -15.2% | +5.9% | -16.8% |
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 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