+222.4%
LNG vs EPAM
-81.7%
+304.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -5.4% |
| 7D | -6.2% | -0.9% | -5.3% | -6.1% |
| 30D | +8.0% | +18.4% | -10.4% | +7.3% |
| 3M | +16.9% | +19.2% | -2.3% | +15.8% |
| 6M | +8.7% | -21.0% | +29.6% | +9.4% |
| YTD | +43.0% | -43.7% | +86.7% | +45.6% |
| 1Y | +19.4% | -29.9% | +49.3% | +20.3% |
| 3Y | +74.7% | -56.5% | +131.3% | +77.1% |
| 5Y | +222.4% | -81.7% | +304.1% | +240.3% |
| All | +222.4% | -81.7% | +304.1% | +240.3% |
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