+35.4%
LPLA vs EPAM
-33.7%
+69.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.1% | -1.3% |
| 7D | +4.1% | +13.4% | -9.2% | +2.0% |
| 30D | -9.0% | +47.1% | -56.1% | -14.8% |
| 3M | -17.6% | +71.2% | -88.8% | -24.9% |
| 6M | -8.8% | +48.9% | -57.8% | -15.6% |
| YTD | -17.0% | -22.2% | +5.2% | -14.4% |
| 1Y | -20.4% | -5.2% | -15.2% | -20.6% |
| 3Y | +35.4% | -34.9% | +70.4% | +44.2% |
| All | +35.4% | -33.7% | +69.1% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling