-95.3%
LCID vs KMX
-38.2%
-57.0%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.2% |
| 7D | -6.6% | +1.9% | -8.5% | -7.4% |
| 30D | -30.1% | +11.7% | -41.8% | -33.9% |
| 3M | -17.6% | +34.9% | -52.5% | -29.2% |
| 6M | -54.4% | +50.3% | -104.7% | -63.3% |
| YTD | -55.7% | +63.8% | -119.5% | -66.2% |
| 1Y | -71.0% | +3.8% | -74.9% | -73.1% |
| 3Y | -92.6% | -24.3% | -68.4% | -92.1% |
| 5Y | -97.6% | -50.2% | -47.4% | -97.2% |
| All | -95.3% | -38.2% | -57.0% | -94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling