+1,236.1%
LSCC vs EPAM
+170.1%
+1,066.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.9% | +11.0% | +8.4% |
| 7D | +13.0% | +13.4% | -0.4% | +6.4% |
| 30D | -19.8% | +47.1% | -66.9% | -31.7% |
| 3M | -18.4% | +71.2% | -89.6% | -35.1% |
| 6M | -16.1% | +48.9% | -65.0% | -32.3% |
| YTD | +42.7% | -22.2% | +65.0% | +45.8% |
| 1Y | +68.0% | -5.2% | +73.2% | +57.8% |
| 3Y | +85.8% | -34.9% | +120.8% | +93.1% |
| 5Y | +28.0% | -77.4% | +105.4% | +94.7% |
| All | +1,236.1% | +170.1% | +1,066.0% | +568.7% |
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 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