+156.6%
LTH vs EPAM
-72.1%
+228.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.6% | -4.8% | -4.3% |
| 7D | -4.6% | -1.1% | -3.5% | -4.4% |
| 30D | +14.8% | +41.8% | -27.0% | +5.8% |
| 3M | +3.9% | +63.4% | -59.4% | -7.6% |
| 6M | +35.5% | +72.2% | -36.7% | +17.4% |
| YTD | +71.3% | -20.0% | +91.4% | +76.5% |
| 1Y | +75.7% | -9.0% | +84.7% | +75.2% |
| 3Y | +231.9% | -30.4% | +262.3% | +239.9% |
| 5Y | +130.5% | -75.6% | +206.1% | +154.6% |
| All | +156.6% | -72.1% | +228.6% | +175.8% |
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 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