+249.5%
APLD vs LH
+70.7%
+178.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +19.6% | +2.5% | +17.1% | +17.9% |
| 30D | -24.5% | +18.7% | -43.2% | -32.6% |
| 3M | -45.6% | +15.3% | -60.9% | -50.6% |
| 6M | -61.4% | +45.4% | -106.8% | -70.5% |
| YTD | -30.9% | +49.5% | -80.4% | -48.9% |
| 1Y | -35.8% | +41.4% | -77.2% | -50.6% |
| 3Y | +261.4% | +87.6% | +173.8% | +106.2% |
| All | +249.5% | +70.7% | +178.8% | +113.1% |
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