+403.2%
APLD vs LMT
+34.2%
+369.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.1% |
| 7D | +4.1% | -6.3% | +10.3% | +5.4% |
| 30D | -11.7% | -8.5% | -3.2% | -10.2% |
| 3M | -40.3% | +1.8% | -42.1% | -40.7% |
| 6M | -8.0% | -19.9% | +12.0% | -2.5% |
| YTD | +7.5% | +10.6% | -3.0% | +6.4% |
| 1Y | +84.0% | +17.9% | +66.1% | +81.6% |
| All | +403.2% | +34.2% | +369.0% | +472.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling