-19.9%
LPLA vs EPAM
-10.0%
-9.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | -3.2% | +18.5% | -21.7% | -5.2% |
| 30D | -8.6% | +44.0% | -52.7% | -13.4% |
| 3M | -18.7% | +63.0% | -81.7% | -24.5% |
| 6M | +4.5% | +67.3% | -62.7% | -4.7% |
| YTD | -15.3% | -20.5% | +5.2% | -11.1% |
| 1Y | -19.9% | -9.6% | -10.3% | -26.0% |
| All | -19.9% | -10.0% | -9.8% | -26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling