+220.6%
APLD vs LMT
+35.6%
+185.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.6% | +11.3% | +10.1% |
| 7D | -12.7% | -11.0% | -1.7% | -10.0% |
| 30D | -34.7% | +13.6% | -48.3% | -37.5% |
| 3M | -46.1% | -2.1% | -44.0% | -46.0% |
| 6M | -64.9% | +11.7% | -76.5% | -66.5% |
| YTD | -36.6% | +19.4% | -56.0% | -40.5% |
| 1Y | -50.0% | +24.1% | -74.0% | -53.7% |
| 3Y | +190.1% | +36.2% | +154.0% | +153.4% |
| All | +220.6% | +35.6% | +185.1% | +212.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling