+1,646.8%
LNT vs KMX
+448.1%
+1,198.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | +0.2% | -1.9% | +2.0% | +0.3% |
| 30D | -0.5% | +2.6% | -3.1% | -0.8% |
| 3M | -5.5% | +25.6% | -31.1% | -7.7% |
| 6M | -3.8% | +41.9% | -45.7% | -7.3% |
| YTD | +6.8% | +56.0% | -49.2% | +1.8% |
| 1Y | +9.3% | -1.8% | +11.1% | +7.9% |
| 3Y | +47.9% | -25.7% | +73.7% | +48.2% |
| 5Y | +31.6% | -54.7% | +86.3% | +35.4% |
| 10Y | +150.1% | +9.2% | +141.0% | +133.6% |
| All | +1,646.8% | +448.1% | +1,198.7% | +1,313.9% |
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