+18.9%
LNG vs EPAM
-29.8%
+48.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -5.5% |
| 7D | -6.2% | -0.9% | -5.3% | -6.1% |
| 30D | +8.0% | +18.4% | -10.4% | +7.8% |
| 3M | +16.9% | +19.2% | -2.3% | +15.9% |
| 6M | +8.7% | -21.0% | +29.6% | +8.5% |
| YTD | +43.0% | -43.7% | +86.7% | +41.2% |
| All | +18.9% | -29.8% | +48.7% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling