-92.1%
LCID vs KMX
-25.6%
-66.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | +0.7% |
| 7D | +1.8% | -0.7% | +2.5% | +2.0% |
| 30D | -34.2% | +4.1% | -38.3% | -35.5% |
| 3M | -9.1% | +27.5% | -36.6% | -18.3% |
| 6M | -52.6% | +43.6% | -96.2% | -59.8% |
| YTD | -56.2% | +56.8% | -113.0% | -64.5% |
| 1Y | -74.9% | -1.3% | -73.6% | -75.1% |
| 3Y | -92.1% | -25.4% | -66.7% | -92.0% |
| All | -92.1% | -25.6% | -66.5% | -92.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling