+252.0%
APLD vs LVS
-11.6%
+263.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.4% | +8.9% | +7.9% |
| 7D | +3.1% | +5.2% | -2.1% | +1.2% |
| 30D | -29.4% | +12.0% | -41.4% | -32.3% |
| 3M | -42.8% | -11.5% | -31.3% | -40.6% |
| 6M | -59.5% | -23.2% | -36.2% | -55.9% |
| YTD | -31.8% | -36.7% | +4.9% | -21.5% |
| 1Y | -46.0% | -36.8% | -9.2% | -37.8% |
| 3Y | +252.0% | -10.5% | +262.5% | +203.3% |
| All | +252.0% | -11.6% | +263.6% | +203.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling