-27.2%
LII vs KMX
+60.9%
-88.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | -2.3% | -2.3% | 0.0% | -1.8% |
| 30D | -1.7% | +6.3% | -8.0% | -2.9% |
| 3M | -18.3% | -7.4% | -10.9% | -17.4% |
| 6M | -32.3% | +37.9% | -70.2% | -37.2% |
| YTD | -27.1% | +39.5% | -66.6% | -34.6% |
| 1Y | -27.2% | +57.9% | -85.0% | -38.3% |
| All | -27.2% | +60.9% | -88.1% | -38.3% |
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