+220.6%
APLD vs LTH
+223.6%
-3.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | -1.3% | +11.1% | +10.4% |
| 7D | -12.7% | +4.5% | -17.2% | -14.9% |
| 30D | -34.7% | +16.3% | -51.0% | -40.1% |
| 3M | -46.1% | +8.4% | -54.5% | -49.0% |
| 6M | -64.9% | +40.3% | -105.1% | -71.5% |
| YTD | -36.6% | +77.3% | -113.9% | -54.3% |
| 1Y | -50.0% | +88.0% | -137.9% | -65.1% |
| 3Y | +190.1% | +274.3% | -84.2% | +46.4% |
| All | +220.6% | +223.6% | -3.0% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling