+171.3%
LII vs EPAM
+66.7%
+104.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.5% | +1.6% |
| 7D | -0.7% | +2.0% | -2.7% | -1.1% |
| 30D | -12.6% | +6.5% | -19.1% | -13.9% |
| 3M | -24.4% | +19.9% | -44.4% | -27.8% |
| 6M | -28.7% | -16.9% | -11.8% | -27.2% |
| YTD | -19.1% | -42.9% | +23.7% | -12.0% |
| 1Y | -29.7% | -30.4% | +0.7% | -26.8% |
| 3Y | +4.8% | -54.7% | +59.5% | +15.6% |
| 5Y | +24.6% | -81.8% | +106.4% | +56.6% |
| All | +171.3% | +66.7% | +104.6% | +71.3% |
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