+88.0%
ALNY vs LCID
-95.9%
+183.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | -6.5% | -9.8% | +3.3% | -5.9% |
| 30D | +11.0% | -35.5% | +46.5% | +14.4% |
| 3M | -14.1% | -18.4% | +4.3% | -14.1% |
| 6M | -22.4% | -60.5% | +38.1% | -18.4% |
| YTD | -37.5% | -60.1% | +22.6% | -34.5% |
| 1Y | -46.9% | -78.8% | +31.9% | -41.9% |
| 3Y | +22.1% | -92.8% | +114.8% | +38.8% |
| 5Y | +31.2% | -97.9% | +129.1% | +56.4% |
| All | +88.0% | -95.9% | +183.9% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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