+2,611.3%
LRCX vs EPAM
+158.4%
+2,452.8%
-57.2%
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% | -1.1% |
| 7D | +26.2% | -1.1% | +27.4% | +26.4% |
| 30D | -22.4% | +41.8% | -64.2% | -32.7% |
| 3M | -28.2% | +63.4% | -91.6% | -41.4% |
| 6M | -19.0% | +72.2% | -91.2% | -38.0% |
| YTD | +37.0% | -20.0% | +57.0% | +37.7% |
| 1Y | +45.5% | -9.0% | +54.5% | +38.8% |
| 3Y | +249.7% | -30.4% | +280.1% | +247.1% |
| 5Y | +293.9% | -75.6% | +369.4% | +471.7% |
| All | +2,611.3% | +158.4% | +2,452.8% | +663.2% |
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 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