+139.3%
LTH vs KMX
-53.5%
+192.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -0.1% |
| 7D | +1.5% | -0.7% | +2.2% | +1.8% |
| 30D | -3.1% | +4.1% | -7.2% | -4.7% |
| 3M | +28.1% | +27.5% | +0.6% | +15.5% |
| 6M | +67.4% | +43.6% | +23.8% | +42.1% |
| YTD | +59.8% | +56.8% | +3.0% | +29.6% |
| 1Y | +45.6% | -1.3% | +46.9% | +39.6% |
| 3Y | +162.0% | -25.4% | +187.4% | +171.1% |
| All | +139.3% | -53.5% | +192.8% | +184.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling