+809.2%
LPLA vs EPAM
+168.6%
+640.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.7% | -3.7% | -0.1% |
| 7D | +3.6% | +18.8% | -15.2% | -1.2% |
| 30D | -6.8% | +44.9% | -51.7% | -15.5% |
| 3M | -17.0% | +68.6% | -85.6% | -27.7% |
| 6M | +1.8% | +65.4% | -63.6% | -12.2% |
| YTD | -13.4% | -19.9% | +6.5% | -11.4% |
| 1Y | -17.5% | -10.0% | -7.5% | -18.1% |
| 3Y | +36.5% | -30.3% | +66.7% | +37.8% |
| 5Y | +92.6% | -75.7% | +168.3% | +142.2% |
| 10Y | +809.2% | +167.2% | +642.0% | +344.8% |
| All | +809.2% | +168.6% | +640.6% | +344.8% |
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 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