+973.0%
LII vs EPAM
+1,105.1%
-132.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +20.6% | -23.5% | -6.2% |
| 7D | +0.2% | +23.0% | -22.8% | -3.6% |
| 30D | -4.6% | +51.6% | -56.2% | -11.5% |
| 3M | -21.7% | +50.8% | -72.5% | -27.6% |
| 6M | -32.8% | +51.1% | -83.9% | -38.5% |
| YTD | -27.5% | -19.1% | -8.4% | -26.6% |
| 1Y | -28.0% | +3.0% | -31.0% | -30.4% |
| 3Y | -7.2% | -31.2% | +23.9% | -6.1% |
| 5Y | +22.6% | -76.5% | +99.1% | +41.5% |
| 10Y | +171.5% | +168.4% | +3.1% | +96.2% |
| All | +973.0% | +1,105.1% | -132.1% | +498.5% |
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 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