+305.3%
APLD vs LH
+86.5%
+218.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -5.6% |
| 7D | +2.7% | +1.1% | +1.6% | +2.3% |
| 30D | -21.4% | +16.7% | -38.2% | -26.5% |
| 3M | -47.8% | +15.1% | -62.9% | -51.0% |
| 6M | -64.9% | +46.3% | -111.2% | -70.6% |
| YTD | -34.9% | +48.8% | -83.6% | -46.6% |
| 1Y | -30.7% | +39.7% | -70.5% | -41.1% |
| 3Y | +305.3% | +87.0% | +218.3% | +163.5% |
| All | +305.3% | +86.5% | +218.9% | +163.5% |
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