-95.3%
LCID vs ALLY
+102.4%
-197.7%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.5% |
| 7D | -6.6% | +3.7% | -10.3% | -8.8% |
| 30D | -30.1% | -2.3% | -27.9% | -29.2% |
| 3M | -17.6% | +3.8% | -21.4% | -19.2% |
| 6M | -54.4% | +9.7% | -64.1% | -57.4% |
| YTD | -55.7% | -1.4% | -54.3% | -55.5% |
| 1Y | -71.0% | +8.2% | -79.3% | -72.8% |
| 3Y | -92.6% | +66.5% | -159.1% | -95.0% |
| 5Y | -97.6% | +1.2% | -98.8% | -97.8% |
| All | -95.3% | +102.4% | -197.7% | -96.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling