+3,344.5%
LITE vs KMX
-18.7%
+3,363.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -13.9% | +1.5% | -15.4% | -14.1% |
| 30D | -46.9% | +3.0% | -49.9% | -47.5% |
| 3M | -28.0% | -7.8% | -20.2% | -26.8% |
| 6M | -35.2% | +34.3% | -69.5% | -42.1% |
| YTD | +58.9% | +40.2% | +18.6% | +37.2% |
| 1Y | +125.3% | +63.0% | +62.3% | +84.7% |
| 3Y | +1,344.4% | -14.5% | +1,358.9% | +1,327.7% |
| 5Y | +541.2% | -64.3% | +605.5% | +699.9% |
| 10Y | +1,587.5% | +2.8% | +1,584.8% | +1,279.0% |
| All | +3,344.5% | -18.7% | +3,363.2% | +2,590.0% |
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