+1,104.0%
LPLA vs EPAM
+1,105.1%
-1.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +20.6% | -24.0% | -8.1% |
| 7D | +7.6% | +23.0% | -15.4% | +1.9% |
| 30D | -9.5% | +51.6% | -61.1% | -18.7% |
| 3M | -16.3% | +50.8% | -67.1% | -25.2% |
| 6M | -8.0% | +51.1% | -59.1% | -18.6% |
| YTD | -15.5% | -19.1% | +3.6% | -14.0% |
| 1Y | -19.4% | +3.0% | -22.4% | -22.6% |
| 3Y | +39.7% | -31.2% | +70.9% | +41.5% |
| 5Y | +83.0% | -76.5% | +159.5% | +121.4% |
| 10Y | +933.4% | +168.4% | +765.0% | +496.8% |
| All | +1,104.0% | +1,105.1% | -1.1% | +463.4% |
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