Sunderland dominated the Hammers from the outset and secured a comfortable victory at the Stadium of Light, condemning West Ham to a disappointing defeat.
Allardyce admitted that his team produced their worst display of the season on Weirside.
He told reporters: "It baffles me trying to understand what I was seeing today. We gave Sunderland their easiest win of the season, I'll have to get to the bottom of it tomorrow.
"I don't know how the same players that took Manchester United to the wire last week can follow it up with a performance like that.
"The whole team hasn't performed. The lack of goals is a concern."
Defeat to Sunderland leaves West Ham in 11th place, seven points clear of the relegation zone.