+796.3%
LNG vs EPAM
+165.6%
+630.7%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.6% | +3.8% |
| 7D | +4.5% | +18.5% | -14.0% | +2.4% |
| 30D | +8.0% | +44.0% | -36.0% | +3.6% |
| 3M | +15.0% | +63.0% | -48.0% | +8.7% |
| 6M | +27.1% | +67.3% | -40.2% | +18.9% |
| YTD | +58.1% | -20.5% | +78.7% | +59.8% |
| 1Y | +45.0% | -9.6% | +54.6% | +44.3% |
| 3Y | +82.6% | -30.8% | +113.5% | +83.0% |
| 5Y | +206.8% | -75.6% | +282.5% | +251.7% |
| 10Y | +796.3% | +159.6% | +636.8% | +467.7% |
| All | +796.3% | +165.6% | +630.7% | +467.7% |
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