+483.7%
APLD vs LVS
+32.3%
+451.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.9% | +8.2% | +7.8% |
| 7D | +16.6% | +0.3% | +16.2% | +16.3% |
| 30D | -3.1% | -3.9% | +0.8% | -1.5% |
| 3M | -30.9% | -12.9% | -18.0% | -26.5% |
| 6M | +12.6% | -16.9% | +29.6% | +21.8% |
| YTD | +15.5% | -31.2% | +46.7% | +35.7% |
| 1Y | +103.5% | -16.4% | +119.9% | +113.0% |
| 3Y | +446.5% | -4.4% | +451.0% | +401.1% |
| All | +483.7% | +32.3% | +451.4% | +347.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling