+190.1%
APLD vs LCID
-93.0%
+283.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +10.4% | -0.7% | +6.1% |
| 7D | -12.7% | +8.9% | -21.7% | -15.3% |
| 30D | -34.7% | -15.4% | -19.3% | -31.2% |
| 3M | -46.1% | -52.9% | +6.7% | -30.8% |
| 6M | -64.9% | -46.8% | -18.0% | -58.9% |
| YTD | -36.6% | -68.9% | +32.3% | -10.4% |
| 1Y | -50.0% | -81.7% | +31.7% | -15.0% |
| 3Y | +190.1% | -92.4% | +282.5% | +491.8% |
| All | +190.1% | -93.0% | +283.1% | +491.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling