+46.1%
LNG vs EPAM
-8.3%
+54.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | +11.3% | +2.4% | +8.9% | +11.4% |
| 30D | +10.6% | +42.3% | -31.7% | +10.7% |
| 3M | +16.1% | +60.7% | -44.5% | +16.0% |
| 6M | +29.6% | +80.5% | -50.9% | +27.7% |
| YTD | +60.3% | -20.4% | +80.7% | +56.8% |
| 1Y | +46.1% | -9.6% | +55.7% | +43.7% |
| All | +46.1% | -8.3% | +54.4% | +43.7% |
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 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