+550.0%
LNG vs KMX
+11.6%
+538.4%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | -4.7% | -3.1% | -1.6% | -4.2% |
| 30D | +3.8% | +4.4% | -0.6% | +3.0% |
| 3M | +16.2% | +18.9% | -2.7% | +12.3% |
| 6M | +11.7% | +44.3% | -32.6% | +3.6% |
| YTD | +44.2% | +58.7% | -14.5% | +30.9% |
| 1Y | +18.6% | +0.1% | +18.4% | +15.9% |
| 3Y | +77.4% | -24.4% | +101.8% | +78.6% |
| 5Y | +232.3% | -54.4% | +286.7% | +265.4% |
| All | +550.0% | +11.6% | +538.4% | +459.2% |
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