+202.1%
LMT vs EPAM
+163.7%
+38.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +3.8% |
| 7D | -8.5% | +9.1% | -17.6% | -9.1% |
| 30D | +15.4% | +38.5% | -23.1% | +13.1% |
| 3M | +0.7% | +61.0% | -60.3% | -2.3% |
| 6M | +17.6% | +58.0% | -40.4% | +13.8% |
| YTD | +23.8% | -23.5% | +47.3% | +24.7% |
| 1Y | +31.6% | -10.5% | +42.2% | +31.2% |
| 3Y | +44.0% | -33.8% | +77.8% | +44.4% |
| 5Y | +98.8% | -78.1% | +177.0% | +130.1% |
| 10Y | +202.1% | +157.7% | +44.4% | +94.5% |
| All | +202.1% | +163.7% | +38.5% | +94.5% |
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