+168.6%
LII vs KMX
+13.6%
+155.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.1% | -2.9% | +0.7% |
| 7D | -1.2% | -4.1% | +2.9% | 0.0% |
| 30D | -2.0% | +2.9% | -4.8% | -2.9% |
| 3M | -20.2% | -7.0% | -13.2% | -18.9% |
| 6M | -32.5% | +34.1% | -66.7% | -39.0% |
| YTD | -27.4% | +40.0% | -67.4% | -36.1% |
| 1Y | -28.2% | +67.2% | -95.4% | -40.3% |
| 3Y | -7.2% | -13.4% | +6.2% | -9.3% |
| 5Y | +19.9% | -65.1% | +85.0% | +46.4% |
| 10Y | +168.6% | +6.9% | +161.7% | +131.8% |
| All | +168.6% | +13.6% | +155.1% | +131.8% |
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