-11.7%
LVS vs EPAM
-33.7%
+22.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | +0.1% |
| 7D | +11.1% | +13.4% | -2.3% | +8.7% |
| 30D | +14.7% | +47.1% | -32.4% | +7.5% |
| 3M | -10.9% | +71.2% | -82.1% | -18.7% |
| 6M | -22.3% | +48.9% | -71.3% | -28.1% |
| YTD | -35.8% | -22.2% | -13.6% | -33.7% |
| 1Y | -33.5% | -5.2% | -28.3% | -33.8% |
| 3Y | -11.7% | -34.9% | +23.2% | -14.0% |
| All | -11.7% | -33.7% | +22.0% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling