+443.5%
LNT vs EPAM
+1,058.6%
-615.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.8% | -0.8% |
| 7D | +1.4% | +13.4% | -12.0% | +0.4% |
| 30D | +12.3% | +47.1% | -34.8% | +9.2% |
| 3M | +5.3% | +71.2% | -65.8% | +1.2% |
| 6M | +2.0% | +48.9% | -46.9% | -1.4% |
| YTD | +15.3% | -22.2% | +37.5% | +16.3% |
| 1Y | +12.3% | -5.2% | +17.5% | +11.5% |
| 3Y | +59.1% | -34.9% | +94.0% | +60.3% |
| 5Y | +51.7% | -77.4% | +129.1% | +63.7% |
| 10Y | +170.1% | +158.1% | +12.0% | +123.3% |
| All | +443.5% | +1,058.6% | -615.1% | +314.4% |
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