Conventional wisdom is you re-torque lug nuts on alloy wheels ~100mi or so after tightening them down. Aluminium is flexible enough that this step is sometimes required.
When I retorqued a few days after installing my summer wheels to 80ft-lbs, one or two of the nuts took a fraction of a turn to get back to 80ft-lbs, so I'd say make it part of your service procedure.
Many people don't actually appreciate how threaded fasteners work: "Bolt, one of the most widely used fasteners in the industry, is usually tightened by applying torque to the head and/or nut. As the bolt is tightened, it is stretched (preloaded). Preload tension is necessary to keep the bolt tight, increase join strength, create friction between parts, and improve fatigue resistance. [source
As you can imagine, it only takes a miniscule change in the length of the bolt to spell the difference between adequate and inadequate preload tension (nuts loose / tight). That difference could be caused by crumbs of rust between your rotors and wheels, so keep 'em clean.