+167.7%
LTH vs EPAM
-72.3%
+240.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +0.3% | +18.5% | -18.3% | -3.7% |
| 30D | +17.7% | +44.0% | -26.3% | +8.1% |
| 3M | +8.5% | +63.0% | -54.5% | -3.5% |
| 6M | +46.9% | +67.3% | -20.3% | +28.1% |
| YTD | +78.8% | -20.5% | +99.3% | +84.4% |
| 1Y | +84.9% | -9.6% | +94.5% | +84.6% |
| 3Y | +246.4% | -30.8% | +277.2% | +255.2% |
| 5Y | +129.6% | -75.6% | +205.2% | +154.1% |
| All | +167.7% | -72.3% | +240.0% | +188.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling