-9.8%
LVS vs EPAM
+156.9%
-166.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -1.3% | +18.5% | -19.8% | -6.2% |
| 30D | +12.2% | +44.0% | -31.8% | +1.0% |
| 3M | -11.3% | +63.0% | -74.3% | -23.0% |
| 6M | -21.6% | +67.3% | -88.9% | -33.6% |
| YTD | -36.6% | -20.5% | -16.1% | -34.8% |
| 1Y | -38.4% | -9.6% | -28.8% | -39.0% |
| 3Y | -10.2% | -30.8% | +20.7% | -9.0% |
| 5Y | +9.4% | -75.6% | +85.1% | +39.0% |
| All | -9.8% | +156.9% | -166.7% | -55.7% |
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