-80.5%
LCID vs KMX
+55.6%
-136.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.2% | -10.4% | -9.8% |
| 7D | -10.2% | +3.4% | -13.6% | -11.4% |
| 30D | -10.2% | +6.8% | -17.0% | -12.9% |
| 3M | -54.1% | -11.4% | -42.7% | -51.8% |
| 6M | -53.8% | +43.6% | -97.3% | -60.4% |
| YTD | -72.0% | +37.7% | -109.8% | -77.0% |
| 1Y | -80.5% | +53.0% | -133.5% | -86.0% |
| All | -80.5% | +55.6% | -136.1% | -86.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling