+244.7%
APLD vs LII
+51.7%
+193.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.2% | +5.3% | +6.2% |
| 7D | +3.1% | -1.2% | +4.3% | +3.7% |
| 30D | -29.4% | -2.0% | -27.4% | -29.7% |
| 3M | -42.8% | -20.2% | -22.5% | -35.1% |
| 6M | -59.5% | -32.5% | -26.9% | -49.7% |
| YTD | -31.8% | -27.4% | -4.4% | -19.6% |
| 1Y | -46.0% | -28.2% | -17.9% | -35.7% |
| 3Y | +252.0% | -7.2% | +259.2% | +246.1% |
| All | +244.7% | +51.7% | +193.0% | +74.8% |
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