+827.2%
LMT vs EPAM
+751.2%
+76.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +0.9% | -1.3% |
| 7D | -6.3% | +2.0% | -8.2% | -6.4% |
| 30D | -8.5% | +6.5% | -15.0% | -9.0% |
| 3M | +1.8% | +19.9% | -18.1% | +0.2% |
| 6M | -19.9% | -16.9% | -3.0% | -19.3% |
| YTD | +10.6% | -42.9% | +53.4% | +14.0% |
| 1Y | +17.9% | -30.4% | +48.3% | +19.7% |
| 3Y | +27.0% | -54.7% | +81.7% | +31.2% |
| 5Y | +68.7% | -81.8% | +150.5% | +86.5% |
| 10Y | +181.1% | +65.5% | +115.6% | +115.5% |
| All | +827.2% | +751.2% | +76.0% | +536.0% |
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