+190.1%
APLD vs LH
+80.4%
+109.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.9% | +8.8% | +9.3% |
| 7D | -12.7% | +1.4% | -14.1% | -13.2% |
| 30D | -34.7% | +17.5% | -52.2% | -39.2% |
| 3M | -46.1% | +16.1% | -62.2% | -49.7% |
| 6M | -64.9% | +43.4% | -108.2% | -70.5% |
| YTD | -36.6% | +47.2% | -83.8% | -48.0% |
| 1Y | -50.0% | +50.1% | -100.1% | -59.9% |
| 3Y | +190.1% | +81.2% | +109.0% | +72.4% |
| All | +190.1% | +80.4% | +109.7% | +72.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling