-96.4%
LCID vs ALLY
+80.0%
-176.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.9% | +8.5% | +8.8% |
| 7D | +20.0% | -0.2% | +20.2% | +20.4% |
| 30D | -5.0% | +3.4% | -8.5% | -7.0% |
| 3M | -48.9% | -11.1% | -37.8% | -44.6% |
| 6M | -43.2% | -11.5% | -31.7% | -38.1% |
| YTD | -65.9% | -12.3% | -53.6% | -62.9% |
| 1Y | -79.2% | +1.1% | -80.3% | -79.3% |
| 3Y | -90.4% | +64.8% | -155.2% | -93.5% |
| 5Y | -99.2% | -6.9% | -92.3% | -99.2% |
| All | -96.4% | +80.0% | -176.4% | -97.0% |
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