+498.4%
LITE vs APLD
+230.9%
+267.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +9.7% | -4.1% | +4.3% |
| 7D | -35.9% | -12.7% | -23.2% | -34.4% |
| 30D | -51.5% | -34.7% | -16.8% | -48.4% |
| 3M | -35.7% | -46.1% | +10.4% | -29.8% |
| 6M | -43.0% | -64.9% | +21.9% | -34.6% |
| YTD | +46.1% | -36.6% | +82.7% | +54.4% |
| 1Y | +124.7% | -50.0% | +174.7% | +142.6% |
| 3Y | +1,172.1% | +190.1% | +981.9% | +975.6% |
| All | +498.4% | +230.9% | +267.6% | +398.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD 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 APLD 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