+249.5%
APLD vs LNT
+31.8%
+217.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.1% |
| 7D | +19.6% | -0.5% | +20.1% | +19.9% |
| 30D | -24.5% | +9.9% | -34.4% | -27.5% |
| 3M | -45.6% | +4.8% | -50.4% | -46.7% |
| 6M | -61.4% | +2.2% | -63.6% | -62.2% |
| YTD | -30.9% | +15.9% | -46.7% | -36.7% |
| 1Y | -35.8% | +10.6% | -46.4% | -39.9% |
| 3Y | +261.4% | +66.1% | +195.3% | +155.3% |
| All | +249.5% | +31.8% | +217.6% | +228.2% |
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