+222.0%
LHX vs EPAM
+74.2%
+147.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.1% | -1.4% |
| 7D | -4.3% | +0.7% | -5.0% | -4.3% |
| 30D | -15.1% | +17.6% | -32.7% | -16.2% |
| 3M | -21.0% | +27.1% | -48.1% | -22.7% |
| 6M | -32.0% | -17.0% | -15.0% | -31.4% |
| YTD | -15.3% | -42.4% | +27.1% | -12.6% |
| 1Y | -11.1% | -25.3% | +14.3% | -10.1% |
| 3Y | +54.0% | -55.7% | +109.8% | +59.7% |
| 5Y | +17.1% | -81.2% | +98.3% | +34.6% |
| All | +222.0% | +74.2% | +147.8% | +100.0% |
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