+483.7%
APLD vs LH
+48.9%
+434.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.6% | +8.0% | +7.8% |
| 7D | +16.6% | -0.8% | +17.4% | +17.2% |
| 30D | -3.1% | +2.0% | -5.1% | -4.5% |
| 3M | -30.9% | +24.3% | -55.1% | -40.9% |
| 6M | +12.6% | +21.1% | -8.4% | -2.2% |
| YTD | +15.5% | +30.4% | -15.0% | -6.4% |
| 1Y | +103.5% | +18.4% | +85.1% | +76.0% |
| 3Y | +446.5% | +65.5% | +381.1% | +236.8% |
| All | +483.7% | +48.9% | +434.8% | +290.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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