+165.9%
LII vs EPAM
+157.4%
+8.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | +2.9% | +2.4% | +0.5% | +2.5% |
| 30D | +0.9% | +42.3% | -41.4% | -5.8% |
| 3M | -15.5% | +60.7% | -76.2% | -23.0% |
| 6M | -30.2% | +80.5% | -110.7% | -38.7% |
| YTD | -26.8% | -20.4% | -6.5% | -25.5% |
| 1Y | -25.3% | -9.6% | -15.7% | -25.9% |
| 3Y | -7.8% | -30.5% | +22.7% | -6.6% |
| 5Y | +17.0% | -75.7% | +92.7% | +39.8% |
| All | +165.9% | +157.4% | +8.5% | +46.3% |
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