+249.5%
APLD vs LSCC
+138.0%
+111.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.2% | -2.2% | -3.4% |
| 7D | +19.6% | +21.2% | -1.6% | +6.2% |
| 30D | -24.5% | -1.9% | -22.6% | -23.1% |
| 3M | -45.6% | -8.1% | -37.5% | -42.5% |
| 6M | -61.4% | -5.2% | -56.2% | -59.9% |
| YTD | -30.9% | +61.5% | -92.4% | -47.0% |
| 1Y | -35.8% | +81.3% | -117.1% | -53.7% |
| 3Y | +261.4% | +108.7% | +152.7% | +114.5% |
| All | +249.5% | +138.0% | +111.5% | +47.8% |
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