+1,490.3%
LSCC vs KMX
+2.4%
+1,487.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.6% | +10.9% | +10.6% |
| 7D | +14.5% | -2.3% | +16.7% | +15.6% |
| 30D | -0.1% | +6.3% | -6.4% | -3.1% |
| 3M | -2.7% | -7.4% | +4.7% | -1.0% |
| 6M | -4.8% | +37.9% | -42.7% | -17.7% |
| YTD | +66.9% | +39.5% | +27.4% | +40.4% |
| 1Y | +85.8% | +57.9% | +28.0% | +48.3% |
| 3Y | +115.6% | -15.0% | +130.5% | +114.8% |
| 5Y | +48.8% | -64.1% | +112.9% | +94.3% |
| 10Y | +1,490.3% | -1.6% | +1,491.9% | +1,426.1% |
| All | +1,490.3% | +2.4% | +1,487.9% | +1,426.1% |
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