Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • LCID vs ALM✓SelectedUSD · ALMLCID vs ALM performance historyLatest closeAs of-1.07%09/08
Stock and ETF performance explorer

LCID vs ALM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-74.9%
ALM return
+347.8%
Excess return
-422.7%
Maximum drawdown
-81.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioALMExcessAlpha
1D-1.1%+8.8%-9.9%-2.3%
7D+1.8%+8.4%-6.7%+0.5%
30D-34.2%+34.8%-69.1%-37.1%
3M-9.1%+16.2%-25.4%-12.3%
6M-52.6%+2.1%-54.7%-54.4%
YTD-56.2%+117.0%-173.2%-64.7%
1Y-74.9%+313.9%-388.7%-78.4%
All-74.9%+347.8%-422.7%-78.4%

Cumulative growth

Daily Returns

Daily percentage return beside ALM.

Daily Out/Under-Performance

Portfolio return minus ALM return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…

1y analysis · Full analysis span regression · 6 months rolling