+1,751.4%
LSCC vs EPAM
+65.3%
+1,686.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +2.9% |
| 7D | +1.3% | +2.0% | -0.6% | +0.6% |
| 30D | -9.7% | +6.5% | -16.2% | -12.7% |
| 3M | -23.7% | +19.9% | -43.6% | -31.2% |
| 6M | +26.5% | -16.9% | +43.4% | +30.2% |
| YTD | +57.5% | -42.9% | +100.4% | +84.7% |
| 1Y | +75.7% | -30.4% | +106.1% | +88.7% |
| 3Y | +19.5% | -54.7% | +74.2% | +45.3% |
| 5Y | +83.8% | -81.8% | +165.6% | +201.4% |
| All | +1,751.4% | +65.3% | +1,686.1% | +1,134.4% |
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