+103.0%
LEN vs KMX
+11.6%
+91.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.6% |
| 7D | -4.8% | -3.1% | -1.6% | -3.5% |
| 30D | -6.6% | +4.4% | -11.0% | -8.3% |
| 3M | -15.7% | +18.9% | -34.6% | -22.3% |
| 6M | -16.6% | +44.3% | -60.9% | -30.1% |
| YTD | -21.3% | +58.7% | -80.0% | -37.3% |
| 1Y | -42.0% | +0.1% | -42.1% | -45.2% |
| 3Y | -27.9% | -24.4% | -3.5% | -25.8% |
| 5Y | -10.7% | -54.4% | +43.7% | +10.6% |
| All | +103.0% | +11.6% | +91.4% | +62.9% |
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