+3,188.9%
LII vs KMX
+3,015.8%
+173.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.1% | +0.9% |
| 7D | -0.7% | +1.9% | -2.6% | -1.1% |
| 30D | -12.6% | +11.7% | -24.3% | -14.9% |
| 3M | -24.4% | +34.9% | -59.3% | -29.9% |
| 6M | -28.7% | +50.3% | -79.0% | -35.9% |
| YTD | -19.1% | +63.8% | -82.9% | -29.2% |
| 1Y | -29.7% | +3.8% | -33.5% | -32.7% |
| 3Y | +4.8% | -24.3% | +29.1% | +6.1% |
| 5Y | +24.6% | -50.2% | +74.8% | +34.9% |
| 10Y | +169.2% | +5.4% | +163.8% | +136.6% |
| All | +3,188.9% | +3,015.8% | +173.0% | +1,612.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling