+18.7%
LHX vs KMX
-54.8%
+73.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.5% | -1.3% |
| 7D | -4.3% | -3.1% | -1.1% | -4.0% |
| 30D | -15.1% | +4.4% | -19.6% | -15.5% |
| 3M | -21.0% | +18.9% | -39.9% | -22.4% |
| 6M | -32.0% | +44.3% | -76.3% | -34.7% |
| YTD | -15.3% | +58.7% | -74.0% | -19.7% |
| 1Y | -11.1% | +0.1% | -11.2% | -12.0% |
| 3Y | +54.0% | -24.4% | +78.4% | +54.6% |
| All | +18.7% | -54.8% | +73.5% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling