+1,103.8%
LITE vs EPAM
-31.1%
+1,134.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +20.6% | -39.3% | -18.5% |
| 7D | -44.6% | +23.0% | -67.6% | -44.6% |
| 30D | -55.0% | +51.6% | -106.6% | -55.8% |
| 3M | -38.3% | +50.8% | -89.1% | -39.7% |
| 6M | -48.8% | +51.1% | -99.9% | -49.6% |
| YTD | +38.3% | -19.1% | +57.4% | +56.8% |
| 1Y | +119.0% | +3.0% | +116.0% | +127.5% |
| All | +1,103.8% | -31.1% | +1,134.9% | +1,015.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling