+36.2%
LMT vs EPAM
-33.7%
+69.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | -1.5% |
| 7D | -11.0% | +13.4% | -24.3% | -11.1% |
| 30D | +13.6% | +47.1% | -33.5% | +12.9% |
| 3M | -2.1% | +71.2% | -73.3% | -3.0% |
| 6M | +11.7% | +48.9% | -37.3% | +10.5% |
| YTD | +19.4% | -22.2% | +41.6% | +18.6% |
| 1Y | +24.1% | -5.2% | +29.2% | +23.0% |
| 3Y | +36.2% | -34.9% | +71.1% | +35.8% |
| All | +36.2% | -33.7% | +69.9% | +35.8% |
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