+119.0%
LITE vs APLD
-54.5%
+173.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -14.7% | -4.0% | -12.4% |
| 7D | -44.6% | -27.0% | -17.6% | -36.1% |
| 30D | -55.0% | -44.1% | -10.9% | -42.6% |
| 3M | -38.3% | -52.6% | +14.2% | -16.3% |
| 6M | -48.8% | -64.5% | +15.7% | -25.0% |
| YTD | +38.3% | -42.2% | +80.5% | +58.2% |
| 1Y | +119.0% | -57.2% | +176.2% | +200.4% |
| All | +119.0% | -54.5% | +173.5% | +200.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling