+5.3%
LVS vs EPAM
-77.4%
+82.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | +0.3% |
| 7D | +11.1% | +13.4% | -2.3% | +7.8% |
| 30D | +14.7% | +47.1% | -32.4% | +5.4% |
| 3M | -10.9% | +71.2% | -82.1% | -21.0% |
| 6M | -22.3% | +48.9% | -71.3% | -29.9% |
| YTD | -35.8% | -22.2% | -13.6% | -33.9% |
| 1Y | -33.5% | -5.2% | -28.3% | -34.5% |
| 3Y | -11.7% | -34.9% | +23.2% | -9.5% |
| All | +5.3% | -77.4% | +82.7% | +20.3% |
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