+580.4%
LRCX vs APLD
+461.1%
+119.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.8% | +3.3% | +4.9% |
| 7D | +1.9% | +4.1% | -2.2% | +1.5% |
| 30D | +0.1% | -11.7% | +11.8% | +1.3% |
| 3M | -8.5% | -40.3% | +31.8% | -3.8% |
| 6M | +38.1% | -8.0% | +46.0% | +38.8% |
| YTD | +80.1% | +7.5% | +72.5% | +78.1% |
| 1Y | +208.1% | +84.0% | +124.0% | +190.9% |
| 3Y | +350.2% | +356.2% | -6.0% | +265.0% |
| All | +580.4% | +461.1% | +119.3% | +389.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling