+165.4%
LII vs EPAM
+170.1%
-4.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -1.3% |
| 7D | -0.6% | +13.4% | -14.0% | -3.2% |
| 30D | -4.6% | +47.1% | -51.7% | -11.4% |
| 3M | -21.2% | +71.2% | -92.4% | -29.0% |
| 6M | -36.4% | +48.9% | -85.4% | -42.1% |
| YTD | -28.9% | -22.2% | -6.7% | -27.3% |
| 1Y | -29.5% | -5.2% | -24.4% | -30.8% |
| 3Y | -8.6% | -34.9% | +26.4% | -6.2% |
| 5Y | +20.2% | -77.4% | +97.6% | +46.1% |
| All | +165.4% | +170.1% | -4.7% | +47.5% |
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