+25.5%
LQD vs EPAM
+158.4%
-132.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | -1.5% | -1.1% | -0.4% | -1.5% |
| 30D | +0.9% | +41.8% | -41.0% | -0.6% |
| 3M | -1.7% | +63.4% | -65.0% | -3.6% |
| 6M | -2.8% | +72.2% | -75.0% | -5.1% |
| YTD | -2.8% | -20.0% | +17.3% | -2.4% |
| 1Y | -2.8% | -9.0% | +6.2% | -2.9% |
| 3Y | +15.5% | -30.4% | +45.9% | +15.7% |
| 5Y | -4.9% | -75.6% | +70.7% | -1.0% |
| All | +25.5% | +158.4% | -132.9% | +19.4% |
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 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