-96.7%
LCID vs KMX
-48.7%
-48.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -2.4% | -8.9% | -10.1% |
| 7D | +9.2% | 0.0% | +9.3% | +9.4% |
| 30D | -3.0% | +3.5% | -6.5% | -4.5% |
| 3M | -50.2% | -10.4% | -39.8% | -47.6% |
| 6M | -45.8% | +37.6% | -83.4% | -54.1% |
| YTD | -69.2% | +36.1% | -105.3% | -74.3% |
| 1Y | -80.4% | +52.8% | -133.1% | -84.5% |
| 3Y | -91.4% | -17.0% | -74.4% | -91.3% |
| 5Y | -99.3% | -64.7% | -34.6% | -99.0% |
| All | -96.7% | -48.7% | -48.0% | -95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 10y: compounded portfolio wealth divided by compounded KMX 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…
10y analysis · Full analysis span regression · 6 months rolling