+244.7%
APLD vs LNT
+32.6%
+212.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.1% | +6.4% | +7.2% |
| 7D | +3.1% | +0.6% | +2.5% | +2.8% |
| 30D | -29.4% | +12.4% | -41.8% | -32.9% |
| 3M | -42.8% | +6.7% | -49.5% | -44.4% |
| 6M | -59.5% | +3.9% | -63.4% | -60.6% |
| YTD | -31.8% | +16.5% | -48.3% | -37.7% |
| 1Y | -46.0% | +12.5% | -58.5% | -50.0% |
| 3Y | +252.0% | +66.9% | +185.1% | +148.2% |
| All | +244.7% | +32.6% | +212.2% | +223.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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