-29.7%
LII vs KMX
+5.0%
-34.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.1% | +1.0% |
| 7D | -0.7% | +1.9% | -2.6% | -1.0% |
| 30D | -12.6% | +11.7% | -24.3% | -14.1% |
| 3M | -24.4% | +34.9% | -59.3% | -28.0% |
| 6M | -28.7% | +50.3% | -79.0% | -33.5% |
| YTD | -19.1% | +63.8% | -82.9% | -25.5% |
| 1Y | -29.7% | +3.8% | -33.5% | -32.5% |
| All | -29.7% | +5.0% | -34.7% | -32.5% |
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