+12.2%
LUV vs EPAM
+157.4%
-145.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | +1.1% | +2.4% | -1.3% | +0.5% |
| 30D | +14.2% | +42.3% | -28.1% | +4.9% |
| 3M | +0.6% | +60.7% | -60.0% | -10.4% |
| 6M | +15.1% | +80.5% | -65.4% | -1.4% |
| YTD | +10.2% | -20.4% | +30.6% | +12.4% |
| 1Y | +38.4% | -9.6% | +48.0% | +36.9% |
| 3Y | +107.5% | -30.5% | +138.0% | +110.3% |
| 5Y | +1.1% | -75.7% | +76.8% | +22.2% |
| All | +12.2% | +157.4% | -145.2% | -32.2% |
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