+35.0%
LUNR vs EPAM
-75.7%
+110.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.6% | +6.4% | +7.0% |
| 7D | +51.2% | -1.1% | +52.3% | +51.2% |
| 30D | +7.0% | +41.8% | -34.9% | +8.6% |
| 3M | -23.1% | +63.4% | -86.5% | -21.7% |
| 6M | -59.4% | +72.2% | -131.6% | -58.6% |
| YTD | -19.7% | -20.0% | +0.3% | -17.9% |
| 1Y | +39.5% | -9.0% | +48.6% | +43.0% |
| 3Y | +357.2% | -30.4% | +387.6% | +352.6% |
| All | +35.0% | -75.7% | +110.8% | +24.4% |
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