+57.8%
LHX vs EPAM
-34.3%
+92.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +4.5% |
| 7D | -2.7% | +9.1% | -11.8% | -3.2% |
| 30D | +14.5% | +38.5% | -23.9% | +12.6% |
| 3M | -4.9% | +61.0% | -65.8% | -7.2% |
| 6M | -8.6% | +58.0% | -66.7% | -11.1% |
| YTD | -6.4% | -23.5% | +17.1% | -6.7% |
| 1Y | -5.1% | -10.5% | +5.5% | -6.0% |
| All | +57.8% | -34.3% | +92.1% | +53.9% |
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