+22.6%
LII vs EPAM
-77.2%
+99.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +20.6% | -23.5% | -5.5% |
| 7D | +0.2% | +23.0% | -22.8% | -2.9% |
| 30D | -4.6% | +51.6% | -56.2% | -10.3% |
| 3M | -21.7% | +50.8% | -72.5% | -26.5% |
| 6M | -32.8% | +51.1% | -83.9% | -37.4% |
| YTD | -27.5% | -19.1% | -8.4% | -26.0% |
| 1Y | -28.0% | +3.0% | -31.0% | -29.6% |
| 3Y | -7.2% | -31.2% | +23.9% | -5.5% |
| 5Y | +22.6% | -76.5% | +99.1% | +40.8% |
| All | +22.6% | -77.2% | +99.8% | +40.8% |
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