-97.0%
LCID vs ALLY
+79.0%
-176.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.8% | -10.0% | -9.8% |
| 7D | -10.2% | +0.4% | -10.5% | -10.5% |
| 30D | -10.2% | +5.2% | -15.4% | -13.1% |
| 3M | -54.1% | -13.3% | -40.8% | -49.5% |
| 6M | -53.8% | -6.7% | -47.1% | -51.3% |
| YTD | -72.0% | -12.8% | -59.2% | -69.5% |
| 1Y | -80.5% | +0.7% | -81.2% | -80.6% |
| 3Y | -92.6% | +65.2% | -157.8% | -95.0% |
| 5Y | -99.3% | -10.1% | -89.2% | -99.3% |
| All | -97.0% | +79.0% | -176.0% | -97.5% |
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