+86.2%
APLD vs LVS
-16.4%
+102.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.9% | +8.2% | +7.5% |
| 7D | +16.6% | +0.3% | +16.2% | +16.5% |
| 30D | -3.1% | -3.9% | +0.8% | -2.5% |
| 3M | -30.9% | -12.9% | -18.0% | -29.0% |
| 6M | +12.6% | -16.9% | +29.6% | +15.2% |
| YTD | +15.5% | -31.2% | +46.7% | +19.9% |
| All | +86.2% | -16.4% | +102.6% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 1y: compounded portfolio wealth divided by compounded LVS 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…
1y analysis · Full analysis span regression · 6 months rolling