+544.5%
LNG vs EPAM
+63.0%
+481.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | -6.7% | -2.2% | -4.6% | -6.5% |
| 30D | +3.9% | +17.8% | -13.9% | +2.0% |
| 3M | +15.5% | +19.9% | -4.4% | +12.5% |
| 6M | +10.5% | -21.6% | +32.1% | +12.7% |
| YTD | +43.0% | -44.0% | +87.0% | +50.5% |
| 1Y | +18.9% | -30.5% | +49.4% | +21.7% |
| 3Y | +74.7% | -56.8% | +131.4% | +84.9% |
| 5Y | +231.2% | -81.7% | +312.9% | +287.0% |
| 10Y | +544.5% | +68.4% | +476.1% | +331.8% |
| All | +544.5% | +63.0% | +481.5% | +331.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling