+167.2%
LII vs KMX
+0.4%
+166.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.3% | +2.9% | -0.1% |
| 7D | +2.1% | -0.7% | +2.8% | +2.3% |
| 30D | -12.4% | +4.1% | -16.5% | -13.6% |
| 3M | -24.8% | +27.5% | -52.3% | -30.5% |
| 6M | -25.2% | +43.6% | -68.7% | -33.9% |
| YTD | -20.3% | +56.8% | -77.0% | -31.9% |
| 1Y | -32.9% | -1.3% | -31.6% | -35.4% |
| 3Y | +2.0% | -25.4% | +27.4% | +4.5% |
| 5Y | +24.4% | -53.9% | +78.3% | +40.2% |
| 10Y | +167.2% | +0.7% | +166.6% | +139.6% |
| All | +167.2% | +0.4% | +166.8% | +139.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling