+124.7%
LITE vs EPAM
-4.9%
+129.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.9% | +9.5% | +3.9% |
| 7D | -35.9% | +13.4% | -49.3% | -30.3% |
| 30D | -51.5% | +47.1% | -98.6% | -42.1% |
| 3M | -35.7% | +71.2% | -106.9% | -19.6% |
| 6M | -43.0% | +48.9% | -91.9% | -27.3% |
| YTD | +46.1% | -22.2% | +68.4% | +72.9% |
| 1Y | +124.7% | -5.2% | +129.9% | +117.7% |
| All | +124.7% | -4.9% | +129.6% | +117.7% |
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