+190.1%
APLD vs LTH
+268.4%
-78.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.3% | +11.1% | +10.4% |
| 7D | -12.7% | +4.5% | -17.2% | -15.0% |
| 30D | -34.7% | +16.3% | -51.0% | -40.3% |
| 3M | -46.1% | +8.4% | -54.5% | -49.1% |
| 6M | -64.9% | +40.3% | -105.1% | -72.1% |
| YTD | -36.6% | +77.3% | -113.9% | -56.0% |
| 1Y | -50.0% | +88.0% | -137.9% | -66.6% |
| 3Y | +190.1% | +274.3% | -84.2% | +57.5% |
| All | +190.1% | +268.4% | -78.3% | +57.5% |
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