+36.2%
LVS vs EPAM
+751.2%
-715.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.3% |
| 7D | -1.5% | +2.0% | -3.4% | -2.0% |
| 30D | -3.2% | +6.5% | -9.8% | -5.3% |
| 3M | -12.0% | +19.9% | -31.9% | -17.2% |
| 6M | -19.9% | -16.9% | -3.0% | -17.4% |
| YTD | -30.6% | -42.9% | +12.2% | -22.0% |
| 1Y | -17.7% | -30.4% | +12.6% | -12.6% |
| 3Y | -14.2% | -54.7% | +40.5% | -2.4% |
| 5Y | +9.6% | -81.8% | +91.4% | +43.2% |
| 10Y | +5.7% | +65.5% | -59.8% | -28.4% |
| All | +36.2% | +751.2% | -715.0% | -38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling