+11.7%
LMT vs EPAM
+46.1%
-34.4%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | +12.0% |
| 3M | -2.1% | +71.2% | -73.3% | -4.4% |
| 6M | +11.7% | +48.9% | -37.3% | +7.5% |
| All | +11.7% | +46.1% | -34.4% | +7.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling