+64.7%
LH vs KMX
-26.3%
+91.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | -3.2% | -1.9% | -1.3% | -2.9% |
| 30D | +0.1% | +2.6% | -2.4% | -0.3% |
| 3M | +18.6% | +25.6% | -6.9% | +14.0% |
| 6M | +17.9% | +41.9% | -23.9% | +10.2% |
| YTD | +28.9% | +56.0% | -27.1% | +17.9% |
| 1Y | +16.6% | -1.8% | +18.4% | +15.6% |
| All | +64.7% | -26.3% | +91.0% | +65.3% |
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