+1,380.3%
LITE vs APLD
+205.3%
+1,174.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -6.7% | -1.1% | -6.5% |
| 7D | -31.4% | -18.5% | -12.9% | -28.3% |
| 30D | -42.6% | -32.8% | -9.8% | -37.7% |
| 3M | -26.2% | -46.9% | +20.7% | -16.2% |
| 6M | -35.8% | -53.4% | +17.6% | -25.6% |
| YTD | +70.0% | -32.3% | +102.3% | +80.7% |
| 1Y | +232.7% | -46.5% | +279.3% | +264.8% |
| All | +1,380.3% | +205.3% | +1,174.9% | +1,034.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling