+69.6%
LSCC vs KMX
+35.0%
+34.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.0% | +0.7% |
| 7D | +3.0% | +2.1% | +0.8% | +2.4% |
| 30D | -19.3% | +0.5% | -19.8% | -19.5% |
| 3M | -22.3% | -4.1% | -18.2% | -22.0% |
| 6M | -14.6% | +49.5% | -64.1% | -21.8% |
| YTD | +45.8% | +42.7% | +3.1% | +33.4% |
| 1Y | +69.6% | +35.3% | +34.3% | +55.5% |
| All | +69.6% | +35.0% | +34.6% | +55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling