-96.3%
LCID vs ALLY
+78.8%
-175.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.2% | -3.7% |
| 7D | +8.9% | -2.8% | +11.7% | +10.9% |
| 30D | +6.8% | +1.9% | +5.0% | +5.6% |
| 3M | -45.2% | -12.1% | -33.1% | -40.3% |
| 6M | -39.1% | -9.0% | -30.1% | -35.0% |
| YTD | -65.3% | -12.9% | -52.4% | -62.1% |
| 1Y | -78.4% | -0.1% | -78.3% | -78.4% |
| 3Y | -90.3% | +64.6% | -154.9% | -93.4% |
| 5Y | -99.2% | -10.1% | -89.1% | -99.2% |
| All | -96.3% | +78.8% | -175.1% | -96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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