+185.8%
LMT vs KMX
+11.6%
+174.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.3% |
| 7D | -0.2% | -3.1% | +2.9% | +0.1% |
| 30D | -13.1% | +4.4% | -17.5% | -13.6% |
| 3M | -3.9% | +18.9% | -22.8% | -6.1% |
| 6M | -18.3% | +44.3% | -62.5% | -22.3% |
| YTD | +10.3% | +58.7% | -48.4% | +3.2% |
| 1Y | +14.2% | +0.1% | +14.1% | +12.5% |
| 3Y | +35.0% | -24.4% | +59.4% | +35.1% |
| 5Y | +73.2% | -54.4% | +127.7% | +86.0% |
| All | +185.8% | +11.6% | +174.2% | +137.0% |
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 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