+146.1%
LTH vs EPAM
-77.2%
+223.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +20.6% | -19.9% | -3.6% |
| 7D | +5.3% | +23.0% | -17.7% | +0.2% |
| 30D | +18.3% | +51.6% | -33.3% | +7.3% |
| 3M | +5.4% | +50.8% | -45.4% | -4.8% |
| 6M | +62.5% | +51.1% | +11.4% | +45.1% |
| YTD | +79.6% | -19.1% | +98.8% | +84.7% |
| 1Y | +88.1% | +3.0% | +85.2% | +81.8% |
| 3Y | +272.5% | -31.2% | +303.6% | +282.8% |
| 5Y | +146.1% | -76.5% | +222.6% | +159.6% |
| All | +146.1% | -77.2% | +223.3% | +159.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling