+279.3%
LTH vs EPAM
-31.1%
+310.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +20.6% | -19.9% | -2.4% |
| 7D | +5.3% | +23.0% | -17.7% | +1.6% |
| 30D | +18.3% | +51.6% | -33.3% | +10.1% |
| 3M | +5.4% | +50.8% | -45.4% | -2.2% |
| 6M | +62.5% | +51.1% | +11.4% | +50.2% |
| YTD | +79.6% | -19.1% | +98.8% | +89.0% |
| 1Y | +88.1% | +3.0% | +85.2% | +86.7% |
| All | +279.3% | -31.1% | +310.3% | +277.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling