-4.5%
LHX vs KMX
+5.0%
-9.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.2% |
| 7D | -2.4% | +1.9% | -4.3% | -2.5% |
| 30D | -10.4% | +11.7% | -22.1% | -10.5% |
| 3M | -16.9% | +34.9% | -51.8% | -17.4% |
| 6M | -29.9% | +50.3% | -80.2% | -30.8% |
| YTD | -12.0% | +63.8% | -75.8% | -13.2% |
| 1Y | -4.5% | +3.8% | -8.4% | -8.1% |
| All | -4.5% | +5.0% | -9.5% | -8.1% |
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