+1,427.8%
LSCC vs EPAM
+899.0%
+528.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.8% | +1.4% |
| 7D | +3.0% | +0.8% | +2.1% | +2.3% |
| 30D | -19.3% | +24.9% | -44.2% | -25.8% |
| 3M | -22.3% | +22.6% | -44.9% | -29.2% |
| 6M | -14.6% | +24.2% | -38.8% | -24.7% |
| YTD | +45.8% | -33.0% | +78.7% | +57.1% |
| 1Y | +69.6% | -13.3% | +82.9% | +65.7% |
| 3Y | +86.1% | -42.9% | +129.0% | +103.1% |
| 5Y | +30.7% | -80.8% | +111.6% | +92.6% |
| 10Y | +1,283.9% | +122.5% | +1,161.4% | +767.8% |
| All | +1,427.8% | +899.0% | +528.8% | +610.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling