+305.3%
APLD vs LNT
+67.4%
+238.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.5% | -6.3% | -5.8% |
| 7D | +2.7% | +1.0% | +1.7% | +2.6% |
| 30D | -21.4% | +9.6% | -31.0% | -22.4% |
| 3M | -47.8% | +5.4% | -53.2% | -48.2% |
| 6M | -64.9% | +3.1% | -68.0% | -65.3% |
| YTD | -34.9% | +16.5% | -51.3% | -38.1% |
| 1Y | -30.7% | +12.3% | -43.1% | -33.5% |
| 3Y | +305.3% | +70.3% | +235.0% | +164.4% |
| All | +305.3% | +67.4% | +238.0% | +164.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling