+54.0%
LHX vs KMX
-25.1%
+79.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.5% | -1.2% |
| 7D | -4.3% | -3.1% | -1.1% | -4.1% |
| 30D | -15.1% | +4.4% | -19.6% | -15.4% |
| 3M | -21.0% | +18.9% | -39.9% | -22.0% |
| 6M | -32.0% | +44.3% | -76.3% | -34.2% |
| YTD | -15.3% | +58.7% | -74.0% | -18.8% |
| 1Y | -11.1% | +0.1% | -11.2% | -11.5% |
| 3Y | +54.0% | -24.4% | +78.4% | +57.6% |
| All | +54.0% | -25.1% | +79.1% | +57.6% |
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 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