+32.4%
LNT vs KMX
-54.8%
+87.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -1.1% | -3.4% | +2.3% | -0.8% |
| 30D | -1.9% | +4.0% | -6.0% | -2.3% |
| 3M | -7.2% | +24.8% | -32.0% | -9.2% |
| 6M | -3.9% | +43.6% | -47.5% | -7.5% |
| YTD | +5.9% | +56.6% | -50.8% | +0.6% |
| 1Y | +8.4% | +2.2% | +6.1% | +7.3% |
| 3Y | +46.6% | -25.4% | +72.1% | +48.2% |
| 5Y | +32.4% | -55.0% | +87.5% | +36.7% |
| All | +32.4% | -54.8% | +87.3% | +36.7% |
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 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