+976.9%
LMT vs EPAM
+1,084.1%
-107.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +2.0% | +1.2% |
| 7D | +2.5% | +18.5% | -16.0% | +1.2% |
| 30D | +19.2% | +44.0% | -24.9% | +16.0% |
| 3M | +2.7% | +63.0% | -60.3% | -1.0% |
| 6M | +20.6% | +67.3% | -46.6% | +15.6% |
| YTD | +28.4% | -20.5% | +48.9% | +29.1% |
| 1Y | +36.9% | -9.6% | +46.5% | +36.4% |
| 3Y | +48.5% | -30.8% | +79.4% | +48.7% |
| 5Y | +107.6% | -75.6% | +183.2% | +125.9% |
| 10Y | +206.5% | +159.6% | +46.9% | +126.5% |
| All | +976.9% | +1,084.1% | -107.3% | +620.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling