+220.6%
APLD vs LSCC
+110.3%
+110.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +7.1% | +2.6% | +5.3% |
| 7D | -12.7% | +13.0% | -25.7% | -18.7% |
| 30D | -34.7% | -19.8% | -14.9% | -24.8% |
| 3M | -46.1% | -18.4% | -27.7% | -38.6% |
| 6M | -64.9% | -16.1% | -48.7% | -60.7% |
| YTD | -36.6% | +42.7% | -79.3% | -47.5% |
| 1Y | -50.0% | +68.0% | -118.0% | -62.0% |
| 3Y | +190.1% | +85.8% | +104.3% | +84.9% |
| All | +220.6% | +110.3% | +110.3% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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