+81.0%
LTH vs EPAM
-15.2%
+96.2%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.6% | +6.9% | +6.4% |
| 7D | +9.9% | +0.8% | +9.0% | +9.8% |
| 30D | +18.3% | +24.9% | -6.6% | +16.6% |
| 3M | +5.9% | +22.6% | -16.6% | +4.4% |
| 6M | +80.3% | +24.2% | +56.1% | +79.7% |
| YTD | +78.3% | -33.0% | +111.2% | +93.2% |
| 1Y | +81.0% | -13.3% | +94.3% | +106.2% |
| All | +81.0% | -15.2% | +96.2% | +106.2% |
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