+192.2%
APLD vs LDOS
+32.4%
+159.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | +0.1% | -14.8% | -14.7% |
| 7D | -27.0% | -3.7% | -23.3% | -26.4% |
| 30D | -44.1% | +16.4% | -60.5% | -47.5% |
| 3M | -52.6% | +7.4% | -60.0% | -54.7% |
| 6M | -64.5% | -0.3% | -64.1% | -65.0% |
| YTD | -42.2% | -24.0% | -18.2% | -35.0% |
| 1Y | -57.2% | -29.6% | -27.6% | -49.8% |
| 3Y | +159.5% | +35.1% | +124.4% | +102.9% |
| All | +192.2% | +32.4% | +159.8% | +160.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling