+229.3%
APLD vs LSCC
+125.0%
+104.3%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.5% | -0.3% | -2.4% |
| 7D | +2.7% | +7.0% | -4.3% | -1.5% |
| 30D | -21.4% | -2.3% | -19.1% | -19.8% |
| 3M | -47.8% | -12.5% | -35.3% | -43.1% |
| 6M | -64.9% | -10.6% | -54.3% | -62.2% |
| YTD | -34.9% | +52.7% | -87.6% | -48.2% |
| 1Y | -30.7% | +74.0% | -104.7% | -48.7% |
| 3Y | +305.3% | +104.8% | +200.5% | +142.4% |
| All | +229.3% | +125.0% | +104.3% | +44.3% |
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