+901.0%
LMT vs EPAM
+1,058.6%
-157.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.9% | +2.3% | -1.3% |
| 7D | -11.0% | +13.4% | -24.3% | -11.9% |
| 30D | +13.6% | +47.1% | -33.5% | +10.4% |
| 3M | -2.1% | +71.2% | -73.3% | -6.0% |
| 6M | +11.7% | +48.9% | -37.3% | +7.9% |
| YTD | +19.4% | -22.2% | +41.6% | +20.2% |
| 1Y | +24.1% | -5.2% | +29.2% | +23.1% |
| 3Y | +36.2% | -34.9% | +71.1% | +36.9% |
| 5Y | +90.7% | -77.4% | +168.1% | +109.8% |
| 10Y | +212.5% | +158.1% | +54.4% | +130.9% |
| All | +901.0% | +1,058.6% | -157.6% | +570.5% |
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 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