+1,147.2%
LSCC vs EPAM
+180.9%
+966.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +20.6% | -29.2% | -15.4% |
| 7D | -4.8% | +23.0% | -27.8% | -12.9% |
| 30D | -27.1% | +51.6% | -78.7% | -38.5% |
| 3M | -23.6% | +50.8% | -74.4% | -36.5% |
| 6M | -19.8% | +51.1% | -71.0% | -35.4% |
| YTD | +33.2% | -19.1% | +52.4% | +34.5% |
| 1Y | +55.2% | +3.0% | +52.3% | +41.3% |
| 3Y | +70.1% | -31.2% | +101.3% | +73.3% |
| 5Y | +19.5% | -76.5% | +96.0% | +79.6% |
| All | +1,147.2% | +180.9% | +966.3% | +516.9% |
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