-81.0%
LYFT vs EPAM
-32.3%
-48.6%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.5% | -7.7% | -8.0% |
| 7D | -14.1% | -2.2% | -12.0% | -13.3% |
| 30D | -13.7% | +17.8% | -31.5% | -19.3% |
| 3M | +7.4% | +19.9% | -12.5% | -1.9% |
| 6M | +8.3% | -21.6% | +29.9% | +16.9% |
| YTD | -23.1% | -44.0% | +20.9% | -6.0% |
| 1Y | -19.0% | -30.5% | +11.5% | -9.9% |
| 3Y | +37.7% | -56.8% | +94.5% | +79.3% |
| 5Y | -70.5% | -81.7% | +11.2% | -51.1% |
| All | -81.0% | -32.3% | -48.6% | -82.4% |
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