+82.0%
LSCC vs EPAM
-81.9%
+163.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +2.6% |
| 7D | +1.3% | +2.0% | -0.6% | +0.8% |
| 30D | -9.7% | +6.5% | -16.2% | -11.9% |
| 3M | -23.7% | +19.9% | -43.6% | -29.3% |
| 6M | +26.5% | -16.9% | +43.4% | +30.5% |
| YTD | +57.5% | -42.9% | +100.4% | +81.0% |
| 1Y | +75.7% | -30.4% | +106.1% | +87.9% |
| 3Y | +19.5% | -54.7% | +74.2% | +40.9% |
| All | +82.0% | -81.9% | +163.9% | +178.5% |
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