+1,227.9%
LPLA vs EPAM
+66.7%
+1,161.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.3% |
| 7D | -3.1% | +2.0% | -5.0% | -3.5% |
| 30D | -0.1% | +6.5% | -6.6% | -2.1% |
| 3M | +23.2% | +19.9% | +3.3% | +16.5% |
| 6M | +15.5% | -16.9% | +32.5% | +19.1% |
| YTD | +0.9% | -42.9% | +43.8% | +13.2% |
| 1Y | +0.2% | -30.4% | +30.5% | +6.5% |
| 3Y | +55.2% | -54.7% | +110.0% | +76.0% |
| 5Y | +145.4% | -81.8% | +227.2% | +228.4% |
| All | +1,227.9% | +66.7% | +1,161.2% | +609.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling