+1,670.7%
LITE vs KMX
+2.4%
+1,668.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.6% | +11.2% | +10.8% |
| 7D | +3.4% | -2.3% | +5.7% | +4.4% |
| 30D | -34.9% | +6.3% | -41.2% | -36.2% |
| 3M | -21.0% | -7.4% | -13.7% | -19.7% |
| 6M | -38.5% | +37.9% | -76.4% | -45.6% |
| YTD | +75.8% | +39.5% | +36.4% | +51.2% |
| 1Y | +156.7% | +57.9% | +98.8% | +111.0% |
| 3Y | +1,498.6% | -15.0% | +1,513.5% | +1,481.6% |
| 5Y | +610.9% | -64.1% | +675.0% | +800.7% |
| 10Y | +1,670.7% | -1.6% | +1,672.3% | +1,323.8% |
| All | +1,670.7% | +2.4% | +1,668.3% | +1,323.8% |
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