+373.4%
APLD vs LTH
+152.2%
+221.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.6% |
| 7D | +4.1% | -0.6% | +4.7% | +4.4% |
| 30D | -11.7% | -4.6% | -7.1% | -9.6% |
| 3M | -40.3% | +32.8% | -73.1% | -50.7% |
| 6M | -8.0% | +64.6% | -72.6% | -33.1% |
| YTD | +7.5% | +62.6% | -55.1% | -20.9% |
| 1Y | +84.0% | +49.9% | +34.1% | +39.7% |
| All | +373.4% | +152.2% | +221.2% | +208.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 3y: compounded portfolio wealth divided by compounded LTH 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…
3y analysis · Full analysis span regression · 6 months rolling