+96.7%
ALNY vs LCID
-95.5%
+192.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.2% |
| 7D | +5.7% | +1.8% | +3.9% | +5.6% |
| 30D | +18.7% | -34.2% | +52.9% | +22.1% |
| 3M | -11.0% | -9.1% | -1.8% | -11.7% |
| 6M | -18.9% | -52.6% | +33.7% | -15.8% |
| YTD | -34.6% | -56.2% | +21.6% | -31.9% |
| 1Y | -42.8% | -74.9% | +32.1% | -38.2% |
| 3Y | +29.1% | -92.1% | +121.2% | +45.9% |
| 5Y | +39.6% | -97.6% | +137.2% | +64.8% |
| All | +96.7% | -95.5% | +192.1% | +72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling