+443.7%
APLD vs LII
+68.9%
+374.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.0% |
| 7D | +4.1% | -0.7% | +4.8% | +4.6% |
| 30D | -11.7% | -12.6% | +0.9% | -3.9% |
| 3M | -40.3% | -24.4% | -15.8% | -29.7% |
| 6M | -8.0% | -28.7% | +20.7% | +12.6% |
| YTD | +7.5% | -19.1% | +26.7% | +20.3% |
| 1Y | +84.0% | -29.7% | +113.7% | +123.5% |
| 3Y | +356.2% | +4.8% | +351.5% | +321.3% |
| All | +443.7% | +68.9% | +374.8% | +161.8% |
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 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