+483.7%
APLD vs LNT
+22.9%
+460.8%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.9% | +6.4% | +7.0% |
| 7D | +16.6% | +1.0% | +15.5% | +16.1% |
| 30D | -3.1% | -1.1% | -2.0% | -2.6% |
| 3M | -30.9% | -3.6% | -27.3% | -30.4% |
| 6M | +12.6% | -2.7% | +15.3% | +12.3% |
| YTD | +15.5% | +8.0% | +7.4% | +9.1% |
| 1Y | +103.5% | +10.5% | +93.1% | +88.9% |
| 3Y | +446.5% | +49.6% | +397.0% | +306.4% |
| All | +483.7% | +22.9% | +460.8% | +465.5% |
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