+2,790.8%
LII vs KMX
+2,434.4%
+356.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | -1.5% |
| 7D | -0.6% | -7.4% | +6.8% | +1.2% |
| 30D | -4.6% | -3.4% | -1.2% | -3.9% |
| 3M | -21.2% | -11.3% | -9.9% | -19.3% |
| 6M | -36.4% | +30.6% | -67.0% | -40.9% |
| YTD | -28.9% | +33.2% | -62.2% | -34.8% |
| 1Y | -29.5% | +66.7% | -96.2% | -38.8% |
| 3Y | -8.6% | -22.1% | +13.5% | -7.8% |
| 5Y | +20.2% | -66.7% | +86.9% | +42.7% |
| 10Y | +166.2% | +1.9% | +164.3% | +136.4% |
| All | +2,790.8% | +2,434.4% | +356.4% | +1,475.6% |
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 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