+1,337.8%
LPLA vs EPAM
+751.2%
+586.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.2% |
| 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% | +16.7% |
| 6M | +15.5% | -16.9% | +32.5% | +18.9% |
| YTD | +0.9% | -42.9% | +43.8% | +12.7% |
| 1Y | +0.2% | -30.4% | +30.5% | +6.2% |
| 3Y | +55.2% | -54.7% | +110.0% | +75.2% |
| 5Y | +145.4% | -81.8% | +227.2% | +214.6% |
| 10Y | +1,229.7% | +65.5% | +1,164.2% | +766.9% |
| All | +1,337.8% | +751.2% | +586.6% | +637.7% |
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