-92.4%
LCID vs ALLY
+54.4%
-146.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.7% | +12.1% | +11.5% |
| 7D | +8.9% | +0.9% | +8.0% | +8.4% |
| 30D | -15.4% | +3.1% | -18.5% | -17.0% |
| 3M | -52.9% | -12.6% | -40.3% | -48.6% |
| 6M | -46.8% | -12.4% | -34.4% | -41.9% |
| YTD | -68.9% | -13.2% | -55.7% | -66.0% |
| 1Y | -81.7% | +1.8% | -83.5% | -81.8% |
| 3Y | -92.4% | +58.0% | -150.4% | -94.7% |
| All | -92.4% | +54.4% | -146.7% | -94.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling