+220.6%
APLD vs LII
+48.5%
+172.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -2.0% | +11.7% | +10.9% |
| 7D | -12.7% | -0.6% | -12.1% | -12.8% |
| 30D | -34.7% | -4.6% | -30.1% | -33.9% |
| 3M | -46.1% | -21.2% | -24.9% | -38.5% |
| 6M | -64.9% | -36.4% | -28.4% | -54.6% |
| YTD | -36.6% | -28.9% | -7.7% | -24.3% |
| 1Y | -50.0% | -29.5% | -20.4% | -39.7% |
| 3Y | +190.1% | -8.6% | +198.7% | +187.4% |
| All | +220.6% | +48.5% | +172.1% | +64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling