-0.9%
LUV vs EPAM
-78.1%
+77.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.7% | +4.4% |
| 7D | +5.3% | +9.1% | -3.7% | +3.3% |
| 30D | +11.1% | +38.5% | -27.3% | +4.4% |
| 3M | -1.1% | +61.0% | -62.1% | -9.9% |
| 6M | +13.1% | +58.0% | -44.9% | +2.5% |
| YTD | +13.5% | -23.5% | +37.0% | +16.5% |
| 1Y | +45.2% | -10.5% | +55.8% | +44.5% |
| 3Y | +111.4% | -33.8% | +145.2% | +115.2% |
| 5Y | -0.9% | -78.1% | +77.2% | +6.9% |
| All | -0.9% | -78.1% | +77.1% | +6.9% |
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