+192.2%
APLD vs LSCC
+96.3%
+95.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.7% | -8.6% | -6.1% | -9.3% |
| 7D | -27.0% | -4.8% | -22.2% | -24.5% |
| 30D | -44.1% | -27.1% | -17.0% | -31.7% |
| 3M | -52.6% | -23.6% | -29.0% | -43.8% |
| 6M | -64.5% | -19.8% | -44.6% | -59.1% |
| YTD | -42.2% | +33.2% | -75.4% | -50.1% |
| 1Y | -57.2% | +55.2% | -112.4% | -65.9% |
| 3Y | +159.5% | +70.1% | +89.4% | +74.6% |
| All | +192.2% | +96.3% | +95.9% | +39.1% |
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