+404.5%
LNT vs EPAM
+751.2%
-346.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.3% | +0.1% |
| 7D | -0.1% | +2.0% | -2.0% | -0.2% |
| 30D | -3.2% | +6.5% | -9.7% | -3.7% |
| 3M | -4.1% | +19.9% | -24.0% | -5.6% |
| 6M | -4.6% | -16.9% | +12.4% | -3.8% |
| YTD | +7.0% | -42.9% | +49.9% | +10.5% |
| 1Y | +8.3% | -30.4% | +38.7% | +9.9% |
| 3Y | +51.0% | -54.7% | +105.7% | +56.4% |
| 5Y | +30.2% | -81.8% | +112.0% | +42.0% |
| 10Y | +143.6% | +65.5% | +78.1% | +108.1% |
| All | +404.5% | +751.2% | -346.7% | +293.8% |
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