+443.7%
APLD vs LVS
+33.5%
+410.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +4.1% | -1.5% | +5.6% | +4.8% |
| 30D | -11.7% | -3.2% | -8.5% | -10.6% |
| 3M | -40.3% | -12.0% | -28.3% | -36.8% |
| 6M | -8.0% | -19.9% | +11.9% | +1.5% |
| YTD | +7.5% | -30.6% | +38.2% | +25.9% |
| 1Y | +84.0% | -17.7% | +101.8% | +94.6% |
| 3Y | +356.2% | -14.2% | +370.4% | +348.7% |
| All | +443.7% | +33.5% | +410.2% | +314.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling