+2,256.1%
LNG vs EPAM
+1,058.6%
+1,197.4%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | -0.1% |
| 7D | -15.9% | +13.4% | -29.2% | -17.5% |
| 30D | +2.1% | +47.1% | -45.0% | -3.2% |
| 3M | +4.8% | +71.2% | -66.4% | -2.7% |
| 6M | +6.8% | +48.9% | -42.1% | +0.1% |
| YTD | +44.0% | -22.2% | +66.3% | +46.0% |
| 1Y | +34.9% | -5.2% | +40.1% | +33.0% |
| 3Y | +67.3% | -34.9% | +102.3% | +69.1% |
| 5Y | +170.1% | -77.4% | +247.5% | +207.6% |
| 10Y | +693.0% | +158.1% | +534.9% | +408.5% |
| All | +2,256.1% | +1,058.6% | +1,197.4% | +1,110.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling