+1,321.8%
LITE vs EPAM
+180.9%
+1,140.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +20.6% | -39.3% | -23.8% |
| 7D | -44.6% | +23.0% | -67.6% | -48.5% |
| 30D | -55.0% | +51.6% | -106.6% | -60.8% |
| 3M | -38.3% | +50.8% | -89.1% | -47.0% |
| 6M | -48.8% | +51.1% | -99.9% | -57.0% |
| YTD | +38.3% | -19.1% | +57.4% | +38.1% |
| 1Y | +119.0% | +3.0% | +116.0% | +101.0% |
| 3Y | +1,092.0% | -31.2% | +1,123.2% | +1,103.6% |
| 5Y | +446.1% | -76.5% | +522.6% | +665.5% |
| All | +1,321.8% | +180.9% | +1,140.8% | +244.5% |
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 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