+192.2%
APLD vs LII
+51.4%
+140.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -2.8% | -11.9% | -12.9% |
| 7D | -27.0% | +0.2% | -27.2% | -27.2% |
| 30D | -44.1% | -4.6% | -39.5% | -43.2% |
| 3M | -52.6% | -21.7% | -30.9% | -45.5% |
| 6M | -64.5% | -32.8% | -31.7% | -55.7% |
| YTD | -42.2% | -27.5% | -14.7% | -31.8% |
| 1Y | -57.2% | -28.0% | -29.2% | -49.0% |
| 3Y | +159.5% | -7.2% | +166.7% | +155.1% |
| All | +192.2% | +51.4% | +140.7% | +48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling