+27.8%
LMT vs EPAM
-54.6%
+82.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +0.9% | -1.4% |
| 7D | -6.3% | +2.0% | -8.2% | -6.3% |
| 30D | -8.5% | +6.5% | -15.0% | -8.6% |
| 3M | +1.8% | +19.9% | -18.1% | +1.1% |
| 6M | -19.9% | -16.9% | -3.0% | -20.2% |
| YTD | +10.6% | -42.9% | +53.4% | +10.7% |
| 1Y | +17.9% | -30.4% | +48.3% | +17.8% |
| All | +27.8% | -54.6% | +82.4% | +27.7% |
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 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