+248.9%
LRCX vs APLD
+238.5%
+10.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +7.5% | +2.9% | +9.2% |
| 7D | -2.7% | +3.1% | -5.8% | -3.0% |
| 30D | -30.6% | -29.4% | -1.2% | -26.9% |
| 3M | -28.8% | -42.8% | +13.9% | -22.9% |
| 6M | -24.6% | -59.5% | +34.9% | -15.2% |
| YTD | +29.7% | -31.8% | +61.5% | +36.9% |
| 1Y | +39.5% | -46.0% | +85.6% | +49.3% |
| 3Y | +248.9% | +252.0% | -3.1% | +206.6% |
| All | +248.9% | +238.5% | +10.5% | +206.6% |
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 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