-14.0%
LVS vs EPAM
+163.7%
-177.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.9% |
| 7D | +5.2% | +9.1% | -3.9% | +2.2% |
| 30D | +12.0% | +38.5% | -26.5% | +1.9% |
| 3M | -11.5% | +61.0% | -72.5% | -23.0% |
| 6M | -23.2% | +58.0% | -81.3% | -34.0% |
| YTD | -36.7% | -23.5% | -13.2% | -34.2% |
| 1Y | -36.8% | -10.5% | -26.2% | -37.3% |
| 3Y | -10.5% | -33.8% | +23.3% | -8.3% |
| 5Y | +5.1% | -78.1% | +83.2% | +38.9% |
| 10Y | -14.0% | +157.7% | -171.7% | -57.0% |
| All | -14.0% | +163.7% | -177.7% | -57.0% |
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