+243.9%
APLD vs LCID
-98.2%
+342.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.7% | -5.0% | -2.1% |
| 7D | -6.3% | +24.8% | -31.2% | -14.3% |
| 30D | -29.6% | -0.5% | -29.0% | -30.0% |
| 3M | -42.6% | -43.0% | +0.4% | -29.5% |
| 6M | -59.6% | -40.5% | -19.0% | -54.2% |
| YTD | -32.0% | -64.3% | +32.4% | -6.4% |
| 1Y | -46.9% | -78.1% | +31.1% | -11.4% |
| 3Y | +255.7% | -90.1% | +345.7% | +588.0% |
| All | +243.9% | -98.2% | +342.2% | +1,263.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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