+2,396.9%
LMT vs KMX
+450.6%
+1,946.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.3% | +6.4% | +2.4% |
| 7D | -1.5% | -0.7% | -0.8% | -1.5% |
| 30D | -8.2% | +4.1% | -12.4% | -8.6% |
| 3M | +3.7% | +27.5% | -23.8% | +1.3% |
| 6M | -19.2% | +43.6% | -62.7% | -22.1% |
| YTD | +12.9% | +56.8% | -43.9% | +7.6% |
| 1Y | +19.8% | -1.3% | +21.1% | +18.2% |
| 3Y | +37.3% | -25.4% | +62.7% | +37.0% |
| 5Y | +74.4% | -53.9% | +128.3% | +78.7% |
| 10Y | +188.9% | +0.7% | +188.2% | +170.7% |
| All | +2,396.9% | +450.6% | +1,946.3% | +1,769.9% |
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