-12.5%
LUV vs EPAM
-81.7%
+69.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.1% |
| 7D | +3.1% | -0.9% | +4.0% | +3.3% |
| 30D | -17.4% | +18.4% | -35.8% | -20.0% |
| 3M | -4.9% | +19.2% | -24.1% | -8.6% |
| 6M | -5.7% | -21.0% | +15.2% | -2.5% |
| YTD | -5.2% | -43.7% | +38.5% | +3.2% |
| 1Y | +24.1% | -29.9% | +54.0% | +29.3% |
| 3Y | +39.6% | -56.5% | +96.1% | +53.3% |
| 5Y | -12.5% | -81.7% | +69.2% | -2.3% |
| All | -12.5% | -81.7% | +69.2% | -2.3% |
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