+162.9%
LII vs KMX
-3.5%
+166.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.7% | 0.0% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -0.6% | +3.5% | -4.1% | -1.7% |
| 3M | -17.0% | -10.4% | -6.5% | -14.7% |
| 6M | -31.1% | +37.6% | -68.7% | -38.2% |
| YTD | -27.7% | +36.1% | -63.7% | -35.9% |
| 1Y | -26.2% | +52.8% | -78.9% | -37.0% |
| 3Y | -9.6% | -17.0% | +7.4% | -10.5% |
| 5Y | +15.7% | -64.7% | +80.3% | +40.9% |
| All | +162.9% | -3.5% | +166.4% | +135.1% |
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