+19.5%
LSCC vs EPAM
-77.2%
+96.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +20.6% | -29.2% | -13.3% |
| 7D | -4.8% | +23.0% | -27.8% | -10.4% |
| 30D | -27.1% | +51.6% | -78.7% | -35.3% |
| 3M | -23.6% | +50.8% | -74.4% | -32.9% |
| 6M | -19.8% | +51.1% | -71.0% | -30.9% |
| YTD | +33.2% | -19.1% | +52.4% | +37.6% |
| 1Y | +55.2% | +3.0% | +52.3% | +47.6% |
| 3Y | +70.1% | -31.2% | +101.3% | +76.5% |
| 5Y | +19.5% | -76.5% | +96.0% | +70.6% |
| All | +19.5% | -77.2% | +96.7% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling