+1,402.3%
LITE vs EPAM
+170.1%
+1,232.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.9% | +9.5% | +6.6% |
| 7D | -35.9% | +13.4% | -49.3% | -39.2% |
| 30D | -51.5% | +47.1% | -98.6% | -57.4% |
| 3M | -35.7% | +71.2% | -106.9% | -46.6% |
| 6M | -43.0% | +48.9% | -91.9% | -52.1% |
| YTD | +46.1% | -22.2% | +68.4% | +47.3% |
| 1Y | +124.7% | -5.2% | +129.9% | +111.3% |
| 3Y | +1,172.1% | -34.9% | +1,207.0% | +1,204.4% |
| 5Y | +477.0% | -77.4% | +554.4% | +716.2% |
| All | +1,402.3% | +170.1% | +1,232.2% | +267.3% |
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