+459.6%
APLD vs LEN
+18.6%
+441.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -4.4% |
| 7D | +9.0% | -3.4% | +12.3% | +10.7% |
| 30D | -6.6% | -5.7% | -1.0% | -4.3% |
| 3M | -35.2% | -12.2% | -23.0% | -31.5% |
| 6M | +0.4% | -18.3% | +18.7% | +10.7% |
| YTD | +10.7% | -20.2% | +30.9% | +22.9% |
| 1Y | +78.6% | -40.1% | +118.6% | +123.9% |
| 3Y | +423.9% | -26.2% | +450.1% | +415.6% |
| All | +459.6% | +18.6% | +441.0% | +274.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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