-27.8%
LII vs KMX
+68.9%
-96.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.1% | -2.9% | +1.1% |
| 7D | -1.2% | -4.1% | +2.9% | -0.4% |
| 30D | -2.0% | +2.9% | -4.8% | -2.6% |
| 3M | -20.2% | -7.0% | -13.2% | -19.4% |
| 6M | -32.5% | +34.1% | -66.7% | -37.1% |
| YTD | -27.4% | +40.0% | -67.4% | -34.7% |
| All | -27.8% | +68.9% | -96.7% | -39.6% |
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 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