+244.7%
APLD vs LSCC
+128.1%
+116.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +8.4% | -0.9% | +2.2% |
| 7D | +3.1% | +19.3% | -16.2% | -7.0% |
| 30D | -29.4% | -9.6% | -19.7% | -24.3% |
| 3M | -42.8% | -12.4% | -30.4% | -37.7% |
| 6M | -59.5% | -10.5% | -49.0% | -56.4% |
| YTD | -31.8% | +54.8% | -86.6% | -46.3% |
| 1Y | -46.0% | +79.4% | -125.4% | -60.7% |
| 3Y | +252.0% | +109.6% | +142.4% | +107.9% |
| All | +244.7% | +128.1% | +116.7% | +49.7% |
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