+800.2%
LNG vs EPAM
+157.4%
+642.9%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | +11.3% | +2.4% | +8.9% | +11.1% |
| 30D | +10.6% | +42.3% | -31.7% | +6.3% |
| 3M | +16.1% | +60.7% | -44.5% | +10.0% |
| 6M | +29.6% | +80.5% | -50.9% | +20.2% |
| YTD | +60.3% | -20.4% | +80.7% | +62.0% |
| 1Y | +46.1% | -9.6% | +55.7% | +45.4% |
| 3Y | +85.9% | -30.5% | +116.4% | +86.2% |
| 5Y | +210.8% | -75.7% | +286.5% | +256.7% |
| All | +800.2% | +157.4% | +642.9% | +467.8% |
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