+608.6%
LRCX vs APLD
+502.3%
+106.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.4% | -3.2% | +3.4% |
| 7D | +10.4% | +16.6% | -6.1% | +8.6% |
| 30D | +2.9% | -3.1% | +6.0% | +3.2% |
| 3M | -1.2% | -30.9% | +29.7% | +2.4% |
| 6M | +60.9% | +12.6% | +48.3% | +58.7% |
| YTD | +87.5% | +15.5% | +72.1% | +84.1% |
| 1Y | +206.6% | +103.5% | +103.1% | +186.8% |
| 3Y | +392.1% | +446.5% | -54.4% | +293.1% |
| All | +608.6% | +502.3% | +106.3% | +405.9% |
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