+2,566.6%
LNG vs KMX
+450.6%
+2,115.9%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.3% | -1.2% | -4.6% |
| 7D | -6.2% | -0.7% | -5.5% | -6.0% |
| 30D | +8.0% | +4.1% | +3.9% | +7.1% |
| 3M | +16.9% | +27.5% | -10.6% | +10.4% |
| 6M | +8.7% | +43.6% | -34.9% | -0.9% |
| YTD | +43.0% | +56.8% | -13.7% | +27.5% |
| 1Y | +19.4% | -1.3% | +20.7% | +15.2% |
| 3Y | +74.7% | -25.4% | +100.1% | +73.4% |
| 5Y | +222.4% | -53.9% | +276.3% | +240.6% |
| 10Y | +532.2% | +0.7% | +531.5% | +436.3% |
| All | +2,566.6% | +450.6% | +2,115.9% | +1,264.7% |
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