+141.8%
LTH vs EPAM
-78.1%
+219.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | +7.0% | +9.1% | -2.0% | +4.5% |
| 30D | +15.4% | +38.5% | -23.0% | +6.8% |
| 3M | +7.0% | +61.0% | -53.9% | -4.6% |
| 6M | +46.9% | +58.0% | -11.2% | +29.6% |
| YTD | +76.4% | -23.5% | +99.9% | +83.5% |
| 1Y | +83.7% | -10.5% | +94.3% | +83.6% |
| 3Y | +248.9% | -33.8% | +282.7% | +261.4% |
| 5Y | +141.8% | -78.1% | +220.0% | +158.0% |
| All | +141.8% | -78.1% | +219.9% | +158.0% |
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