+22.4%
LHX vs EPAM
-81.7%
+104.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.3% |
| 7D | -2.5% | -0.9% | -1.6% | -2.5% |
| 30D | -10.4% | +18.4% | -28.7% | -10.2% |
| 3M | -14.9% | +19.2% | -34.2% | -14.8% |
| 6M | -29.6% | -21.0% | -8.7% | -30.0% |
| YTD | -11.8% | -43.7% | +31.9% | -12.8% |
| 1Y | -5.1% | -29.9% | +24.8% | -5.7% |
| 3Y | +61.3% | -56.5% | +117.9% | +58.0% |
| 5Y | +22.4% | -81.7% | +104.1% | +24.4% |
| All | +22.4% | -81.7% | +104.1% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling