+211.9%
LHX vs EPAM
+158.4%
+53.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | +5.3% | -1.1% | +6.4% | +5.4% |
| 30D | +15.8% | +41.8% | -26.0% | +12.6% |
| 3M | -6.1% | +63.4% | -69.4% | -9.7% |
| 6M | -11.4% | +72.2% | -83.6% | -15.5% |
| YTD | -6.3% | -20.0% | +13.8% | -5.8% |
| 1Y | -8.0% | -9.0% | +1.1% | -8.5% |
| 3Y | +58.1% | -30.4% | +88.5% | +58.0% |
| 5Y | +36.3% | -75.6% | +111.9% | +56.1% |
| All | +211.9% | +158.4% | +53.5% | +88.2% |
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