-35.8%
APLD vs LSCC
+77.3%
-113.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.2% | -2.2% | -2.7% |
| 7D | +19.6% | +21.2% | -1.6% | +1.6% |
| 30D | -24.5% | -1.9% | -22.6% | -23.2% |
| 3M | -45.6% | -8.1% | -37.5% | -42.0% |
| 6M | -61.4% | -5.2% | -56.2% | -60.8% |
| YTD | -30.9% | +61.5% | -92.4% | -59.4% |
| 1Y | -35.8% | +81.3% | -117.1% | -63.9% |
| All | -35.8% | +77.3% | -113.1% | -63.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling