+521.0%
LITE vs EPAM
-32.1%
+553.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.4% | +6.4% | +3.5% |
| 7D | -1.5% | +2.0% | -3.5% | -1.1% |
| 30D | +6.7% | +6.5% | +0.1% | +8.8% |
| 3M | -6.8% | +19.9% | -26.7% | +0.4% |
| 6M | +29.4% | -16.9% | +46.4% | +37.5% |
| YTD | +139.1% | -42.9% | +182.0% | +160.8% |
| 1Y | +521.0% | -30.4% | +551.4% | +465.9% |
| All | +521.0% | -32.1% | +553.1% | +465.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling