+67.3%
LNG vs EPAM
-33.7%
+101.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | -0.4% |
| 7D | -15.9% | +13.4% | -29.2% | -16.3% |
| 30D | +2.1% | +47.1% | -45.0% | +0.1% |
| 3M | +4.8% | +71.2% | -66.4% | +1.9% |
| 6M | +6.8% | +48.9% | -42.1% | +4.1% |
| YTD | +44.0% | -22.2% | +66.3% | +45.6% |
| 1Y | +34.9% | -5.2% | +40.1% | +34.2% |
| 3Y | +67.3% | -34.9% | +102.3% | +64.0% |
| All | +67.3% | -33.7% | +101.0% | +64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling