+1.4%
LVS vs EPAM
+65.2%
-63.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | +0.3% | -0.9% | +1.2% | +0.5% |
| 30D | -3.9% | +18.4% | -22.3% | -8.3% |
| 3M | -12.9% | +19.2% | -32.1% | -18.2% |
| 6M | -16.9% | -21.0% | +4.0% | -12.9% |
| YTD | -31.2% | -43.7% | +12.5% | -21.7% |
| 1Y | -16.4% | -29.9% | +13.5% | -11.0% |
| 3Y | -4.4% | -56.5% | +52.1% | +10.9% |
| 5Y | +6.7% | -81.7% | +88.3% | +44.6% |
| 10Y | +1.4% | +64.5% | -63.1% | -44.3% |
| All | +1.4% | +65.2% | -63.8% | -44.3% |
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 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