-95.8%
LCID vs KMX
-40.9%
-54.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.3% |
| 7D | -9.1% | -3.4% | -5.7% | -7.6% |
| 30D | -37.6% | +4.0% | -41.6% | -38.9% |
| 3M | -11.1% | +24.8% | -35.8% | -20.6% |
| 6M | -59.2% | +43.6% | -102.8% | -66.4% |
| YTD | -60.5% | +56.6% | -117.1% | -69.1% |
| 1Y | -78.5% | +2.2% | -80.7% | -79.9% |
| 3Y | -92.8% | -25.4% | -67.4% | -92.3% |
| 5Y | -97.9% | -55.0% | -42.9% | -97.5% |
| All | -95.8% | -40.9% | -54.8% | -95.1% |
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