+403.2%
APLD vs LEN
-22.2%
+425.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.2% |
| 7D | +4.1% | -3.2% | +7.3% | +5.4% |
| 30D | -11.7% | -4.9% | -6.8% | -10.2% |
| 3M | -40.3% | -8.5% | -31.8% | -38.4% |
| 6M | -8.0% | -20.7% | +12.7% | -0.6% |
| YTD | +7.5% | -17.4% | +25.0% | +14.4% |
| 1Y | +84.0% | -38.2% | +122.3% | +110.8% |
| All | +403.2% | -22.2% | +425.4% | +307.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling