+354.6%
APLD vs LCID
-90.3%
+444.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.7% | +10.0% | +8.3% |
| 7D | +7.8% | +8.9% | -1.1% | +4.9% |
| 30D | -23.0% | +6.8% | -29.8% | -25.2% |
| 3M | -39.7% | -45.2% | +5.5% | -26.4% |
| 6M | -59.8% | -39.1% | -20.7% | -55.2% |
| YTD | -27.0% | -65.3% | +38.3% | -0.5% |
| 1Y | -37.3% | -78.4% | +41.1% | +0.9% |
| All | +354.6% | -90.3% | +444.8% | +728.9% |
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