+725.4%
LHX vs EPAM
+751.2%
-25.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.5% |
| 7D | -2.0% | +2.0% | -3.9% | -2.1% |
| 30D | -9.9% | +6.5% | -16.5% | -10.7% |
| 3M | -16.5% | +19.9% | -36.4% | -18.2% |
| 6M | -29.6% | -16.9% | -12.7% | -28.8% |
| YTD | -11.6% | -42.9% | +31.3% | -7.8% |
| 1Y | -4.1% | -30.4% | +26.3% | -2.1% |
| 3Y | +53.3% | -54.7% | +108.0% | +60.2% |
| 5Y | +22.3% | -81.8% | +104.1% | +38.4% |
| 10Y | +231.9% | +65.5% | +166.4% | +137.4% |
| All | +725.4% | +751.2% | -25.8% | +389.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling