+220.6%
APLD vs LDOS
+29.3%
+191.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.3% | +12.0% | +10.5% |
| 7D | -12.7% | -7.2% | -5.5% | -11.0% |
| 30D | -34.7% | +16.8% | -51.5% | -39.0% |
| 3M | -46.1% | -1.6% | -44.5% | -46.7% |
| 6M | -64.9% | -1.0% | -63.9% | -65.4% |
| YTD | -36.6% | -25.8% | -10.8% | -28.2% |
| 1Y | -50.0% | -31.1% | -18.9% | -41.0% |
| 3Y | +190.1% | +32.8% | +157.3% | +127.6% |
| All | +220.6% | +29.3% | +191.3% | +187.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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