+459.6%
APLD vs LMT
+25.4%
+434.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -2.0% | -3.4% |
| 7D | +9.0% | -1.3% | +10.3% | +9.5% |
| 30D | -6.6% | -12.5% | +5.9% | -2.6% |
| 3M | -35.2% | -0.5% | -34.8% | -35.5% |
| 6M | +0.4% | -20.0% | +20.4% | +8.8% |
| YTD | +10.7% | +10.4% | +0.3% | +6.8% |
| 1Y | +78.6% | +17.7% | +60.8% | +69.2% |
| 3Y | +423.9% | +34.3% | +389.7% | +357.0% |
| All | +459.6% | +25.4% | +434.2% | +460.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 10y: compounded portfolio wealth divided by compounded LMT 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…
10y analysis · Full analysis span regression · 6 months rolling