+45.1%
LMT vs EPAM
-30.1%
+75.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | +5.1% | +2.4% | +2.7% | +5.1% |
| 30D | +14.1% | +42.3% | -28.2% | +13.5% |
| 3M | +0.3% | +60.7% | -60.4% | -0.4% |
| 6M | +16.1% | +80.5% | -64.4% | +14.7% |
| YTD | +25.5% | -20.4% | +45.8% | +24.6% |
| 1Y | +34.1% | -9.6% | +43.7% | +33.1% |
| 3Y | +45.1% | -30.5% | +75.6% | +45.8% |
| All | +45.1% | -30.1% | +75.2% | +45.8% |
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