+169.6%
LNG vs EPAM
-77.4%
+247.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | -0.5% |
| 7D | -15.9% | +13.4% | -29.2% | -16.3% |
| 30D | +2.1% | +47.1% | -45.0% | +0.6% |
| 3M | +4.8% | +71.2% | -66.4% | +2.6% |
| 6M | +6.8% | +48.9% | -42.1% | +4.8% |
| YTD | +44.0% | -22.2% | +66.3% | +44.7% |
| 1Y | +34.9% | -5.2% | +40.1% | +34.3% |
| 3Y | +67.3% | -34.9% | +102.3% | +67.1% |
| All | +169.6% | -77.4% | +247.0% | +195.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling