+243.9%
APLD vs LII
+51.1%
+192.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -6.3% | +0.4% | -6.8% | -6.6% |
| 30D | -29.6% | -2.4% | -27.2% | -29.6% |
| 3M | -42.6% | -17.5% | -25.1% | -36.3% |
| 6M | -59.6% | -32.8% | -26.7% | -49.7% |
| YTD | -32.0% | -27.7% | -4.3% | -19.6% |
| 1Y | -46.9% | -28.1% | -18.9% | -36.8% |
| 3Y | +255.7% | -9.7% | +265.3% | +255.8% |
| All | +243.9% | +51.1% | +192.9% | +74.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling