+1,402.3%
LITE vs KMX
+0.3%
+1,402.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.1% | +7.8% | +6.3% |
| 7D | -35.9% | -7.4% | -28.6% | -34.5% |
| 30D | -51.5% | -3.4% | -48.1% | -51.2% |
| 3M | -35.7% | -11.3% | -24.4% | -33.9% |
| 6M | -43.0% | +30.6% | -73.5% | -48.8% |
| YTD | +46.1% | +33.2% | +12.9% | +27.4% |
| 1Y | +124.7% | +66.7% | +58.0% | +81.0% |
| 3Y | +1,172.1% | -22.1% | +1,194.1% | +1,193.7% |
| 5Y | +477.0% | -66.7% | +543.7% | +646.6% |
| All | +1,402.3% | +0.3% | +1,402.1% | +1,207.3% |
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 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