+165.5%
LTH vs EPAM
-72.9%
+238.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.5% | -0.5% |
| 7D | +4.5% | +13.4% | -8.9% | +1.2% |
| 30D | +16.3% | +47.1% | -30.7% | +6.3% |
| 3M | +8.4% | +71.2% | -62.8% | -4.7% |
| 6M | +40.3% | +48.9% | -8.6% | +25.7% |
| YTD | +77.3% | -22.2% | +99.5% | +83.7% |
| 1Y | +88.0% | -5.2% | +93.1% | +85.2% |
| 3Y | +274.3% | -34.9% | +309.2% | +289.5% |
| 5Y | +142.9% | -77.4% | +220.3% | +169.0% |
| All | +165.5% | -72.9% | +238.3% | +187.1% |
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 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