+144.2%
LNT vs KMX
+11.6%
+132.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -1.0% | -3.1% | +2.1% | -0.7% |
| 30D | -4.2% | +4.4% | -8.7% | -4.8% |
| 3M | -6.7% | +18.9% | -25.6% | -8.9% |
| 6M | -3.6% | +44.3% | -47.9% | -8.6% |
| YTD | +5.9% | +58.7% | -52.8% | -1.3% |
| 1Y | +7.3% | +0.1% | +7.1% | +5.5% |
| 3Y | +46.5% | -24.4% | +70.9% | +47.3% |
| 5Y | +32.5% | -54.4% | +86.9% | +39.9% |
| All | +144.2% | +11.6% | +132.6% | +130.6% |
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 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