+68.0%
LSCC vs EPAM
-4.9%
+72.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.9% | +11.0% | +6.1% |
| 7D | +13.0% | +13.4% | -0.4% | +17.8% |
| 30D | -19.8% | +47.1% | -66.9% | -11.8% |
| 3M | -18.4% | +71.2% | -89.6% | -8.1% |
| 6M | -16.1% | +48.9% | -65.0% | -2.5% |
| YTD | +42.7% | -22.2% | +65.0% | +76.8% |
| 1Y | +68.0% | -5.2% | +73.2% | +70.2% |
| All | +68.0% | -4.9% | +72.9% | +70.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling