+229.3%
APLD vs LII
+52.8%
+176.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.1% | -6.9% | -6.5% |
| 7D | +2.7% | +2.9% | -0.2% | +1.0% |
| 30D | -21.4% | +0.9% | -22.3% | -23.2% |
| 3M | -47.8% | -15.5% | -32.3% | -42.9% |
| 6M | -64.9% | -30.2% | -34.7% | -57.4% |
| YTD | -34.9% | -26.8% | -8.0% | -23.6% |
| 1Y | -30.7% | -25.3% | -5.5% | -19.7% |
| 3Y | +305.3% | -7.8% | +313.1% | +299.8% |
| All | +229.3% | +52.8% | +176.4% | +66.2% |
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