+25.5%
LSCC vs EPAM
-77.4%
+102.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.9% | +11.0% | +8.0% |
| 7D | +13.0% | +13.4% | -0.4% | +8.5% |
| 30D | -19.8% | +47.1% | -66.9% | -28.4% |
| 3M | -18.4% | +71.2% | -89.6% | -30.6% |
| 6M | -16.1% | +48.9% | -65.0% | -27.7% |
| YTD | +42.7% | -22.2% | +65.0% | +48.6% |
| 1Y | +68.0% | -5.2% | +73.2% | +63.5% |
| 3Y | +85.8% | -34.9% | +120.8% | +95.5% |
| All | +25.5% | -77.4% | +102.9% | +84.8% |
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