+879.2%
LITE vs APLD
+461.1%
+418.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.8% | +2.2% | +3.8% |
| 7D | -1.5% | +4.1% | -5.6% | -2.0% |
| 30D | +6.7% | -11.7% | +18.4% | +8.5% |
| 3M | -6.8% | -40.3% | +33.5% | -0.8% |
| 6M | +29.4% | -8.0% | +37.4% | +30.9% |
| YTD | +139.1% | +7.5% | +131.5% | +134.2% |
| 1Y | +521.0% | +84.0% | +437.0% | +473.3% |
| 3Y | +1,535.3% | +356.2% | +1,179.1% | +1,184.5% |
| All | +879.2% | +461.1% | +418.1% | +656.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling