+34.2%
LHX vs EPAM
-77.8%
+112.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +4.4% |
| 7D | -2.7% | +9.1% | -11.8% | -2.6% |
| 30D | +14.5% | +38.5% | -23.9% | +14.9% |
| 3M | -4.9% | +61.0% | -65.8% | -4.4% |
| 6M | -8.6% | +58.0% | -66.7% | -8.2% |
| YTD | -6.4% | -23.5% | +17.1% | -7.3% |
| 1Y | -5.1% | -10.5% | +5.5% | -5.6% |
| 3Y | +59.1% | -33.8% | +92.9% | +57.1% |
| All | +34.2% | -77.8% | +112.0% | +36.7% |
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