+394.8%
APLD vs LYFT
+36.7%
+358.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.8% | -5.8% | -5.3% |
| 7D | -0.5% | -13.1% | +12.6% | +4.8% |
| 30D | -13.2% | -14.4% | +1.2% | -8.3% |
| 3M | -33.8% | +12.2% | -45.9% | -37.7% |
| 6M | -5.9% | +13.4% | -19.3% | -12.4% |
| YTD | +5.1% | -22.5% | +27.6% | +13.0% |
| 1Y | +51.8% | -20.8% | +72.6% | +59.8% |
| All | +394.8% | +36.7% | +358.1% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling