+444.7%
APLD vs LYFT
-54.4%
+499.1%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +1.8% |
| 7D | +0.2% | -8.4% | +8.6% | +3.3% |
| 30D | -15.2% | -7.6% | -7.6% | -13.0% |
| 3M | -36.3% | +11.7% | -48.0% | -39.7% |
| 6M | -7.4% | +15.1% | -22.5% | -13.6% |
| YTD | +7.7% | -20.9% | +28.7% | +14.5% |
| 1Y | +53.8% | -16.4% | +70.2% | +58.6% |
| 3Y | +407.1% | +35.2% | +371.9% | +305.6% |
| All | +444.7% | -54.4% | +499.1% | +261.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 10y: compounded portfolio wealth divided by compounded LYFT 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…
10y analysis · Full analysis span regression · 6 months rolling