+709.8%
LSCC vs KMX
+368.0%
+341.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.1% | +9.3% | +7.7% |
| 7D | +13.0% | -7.4% | +20.3% | +15.2% |
| 30D | -19.8% | -3.4% | -16.4% | -19.5% |
| 3M | -18.4% | -11.3% | -7.1% | -16.4% |
| 6M | -16.1% | +30.6% | -46.7% | -23.3% |
| YTD | +42.7% | +33.2% | +9.5% | +28.2% |
| 1Y | +68.0% | +66.7% | +1.3% | +41.3% |
| 3Y | +85.8% | -22.1% | +107.9% | +90.1% |
| 5Y | +28.0% | -66.7% | +94.8% | +61.2% |
| 10Y | +1,255.1% | +1.9% | +1,253.2% | +1,108.0% |
| All | +709.8% | +368.0% | +341.8% | +279.9% |
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