+84.0%
APLD vs LII
-28.2%
+112.2%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.2% |
| 7D | +4.1% | -0.7% | +4.8% | +4.5% |
| 30D | -11.7% | -12.6% | +0.9% | -5.2% |
| 3M | -40.3% | -24.4% | -15.8% | -31.5% |
| 6M | -8.0% | -28.7% | +20.7% | +6.8% |
| YTD | +7.5% | -19.1% | +26.7% | +19.3% |
| 1Y | +84.0% | -29.7% | +113.7% | +105.1% |
| All | +84.0% | -28.2% | +112.2% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1y: compounded portfolio wealth divided by compounded LII 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…
1y analysis · Full analysis span regression · 6 months rolling