+75.2%
LMT vs KMX
-54.8%
+130.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | -0.5% | -3.4% | +2.9% | -0.4% |
| 30D | -10.8% | +4.0% | -14.8% | -10.9% |
| 3M | +1.6% | +24.8% | -23.2% | +0.9% |
| 6M | -17.6% | +43.6% | -61.2% | -18.6% |
| YTD | +11.6% | +56.6% | -45.0% | +9.8% |
| 1Y | +17.2% | +2.2% | +15.0% | +16.9% |
| 3Y | +35.7% | -25.4% | +61.2% | +36.0% |
| 5Y | +75.2% | -55.0% | +130.2% | +81.6% |
| All | +75.2% | -54.8% | +130.0% | +81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling