+188.9%
LMT vs EPAM
+65.2%
+123.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.5% | +2.2% |
| 7D | -1.5% | -0.9% | -0.6% | -1.5% |
| 30D | -8.2% | +18.4% | -26.6% | -9.2% |
| 3M | +3.7% | +19.2% | -15.5% | +2.3% |
| 6M | -19.2% | -21.0% | +1.8% | -18.4% |
| YTD | +12.9% | -43.7% | +56.6% | +15.9% |
| 1Y | +19.8% | -29.9% | +49.7% | +21.2% |
| 3Y | +37.3% | -56.5% | +93.8% | +41.6% |
| 5Y | +74.4% | -81.7% | +156.1% | +97.8% |
| 10Y | +188.9% | +64.5% | +124.4% | +86.7% |
| All | +188.9% | +65.2% | +123.7% | +86.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling