-80.4%
LYFT vs EPAM
-30.4%
-50.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.0% | -1.0% | +0.8% |
| 7D | -8.4% | +0.7% | -9.1% | -8.6% |
| 30D | -7.6% | +17.6% | -25.2% | -13.5% |
| 3M | +11.7% | +27.1% | -15.4% | -0.4% |
| 6M | +15.1% | -17.0% | +32.1% | +21.4% |
| YTD | -20.9% | -42.4% | +21.5% | -4.4% |
| 1Y | -16.4% | -25.3% | +8.9% | -9.4% |
| 3Y | +35.2% | -55.7% | +91.0% | +74.4% |
| 5Y | -69.4% | -81.2% | +11.8% | -49.8% |
| All | -80.4% | -30.4% | -50.0% | -82.1% |
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