+1,502.0%
LYV vs EPAM
+738.6%
+763.4%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.4% |
| 7D | -3.8% | -0.9% | -2.9% | -3.6% |
| 30D | -5.7% | +18.4% | -24.0% | -9.4% |
| 3M | +6.9% | +19.2% | -12.4% | +1.4% |
| 6M | +9.2% | -21.0% | +30.1% | +13.6% |
| YTD | +19.6% | -43.7% | +63.3% | +33.5% |
| 1Y | +0.6% | -29.9% | +30.5% | +5.9% |
| 3Y | +110.6% | -56.5% | +167.1% | +140.0% |
| 5Y | +96.6% | -81.7% | +178.3% | +154.2% |
| 10Y | +546.4% | +64.5% | +481.9% | +357.2% |
| All | +1,502.0% | +738.6% | +763.4% | +769.0% |
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 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