+443.7%
APLD vs LSCC
+132.1%
+311.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +0.6% |
| 7D | +4.1% | +1.3% | +2.8% | +3.3% |
| 30D | -11.7% | -9.7% | -2.0% | -6.1% |
| 3M | -40.3% | -23.7% | -16.6% | -29.5% |
| 6M | -8.0% | +26.5% | -34.4% | -18.4% |
| YTD | +7.5% | +57.5% | -50.0% | -16.6% |
| 1Y | +84.0% | +75.7% | +8.3% | +33.5% |
| 3Y | +356.2% | +19.5% | +336.8% | +286.8% |
| All | +443.7% | +132.1% | +311.6% | +132.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling