+1,830.6%
LSCC vs KMX
+3.6%
+1,827.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.6% |
| 7D | +1.4% | -1.9% | +3.2% | +2.0% |
| 30D | -10.0% | +2.6% | -12.6% | -11.1% |
| 3M | -16.1% | +25.6% | -41.7% | -23.7% |
| 6M | +27.4% | +41.9% | -14.5% | +8.7% |
| YTD | +56.9% | +56.0% | +0.9% | +27.8% |
| 1Y | +74.6% | -1.8% | +76.4% | +66.5% |
| 3Y | +26.0% | -25.7% | +51.7% | +32.8% |
| 5Y | +86.1% | -54.7% | +140.9% | +125.5% |
| 10Y | +1,830.6% | +9.2% | +1,821.4% | +1,547.9% |
| All | +1,830.6% | +3.6% | +1,827.0% | +1,547.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling