+42.8%
LRCX vs APLD
-46.0%
+88.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.7% | +2.7% | -1.5% |
| 7D | -12.8% | -18.5% | +5.8% | -6.1% |
| 30D | -36.0% | -32.8% | -3.2% | -26.4% |
| 3M | -30.2% | -46.9% | +16.6% | -13.2% |
| 6M | -14.2% | -53.4% | +39.2% | +9.0% |
| YTD | +29.7% | -32.3% | +62.0% | +41.6% |
| 1Y | +42.8% | -46.5% | +89.3% | +62.6% |
| All | +42.8% | -46.0% | +88.8% | +62.6% |
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