+143.5%
LTH vs KMX
-51.4%
+195.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.1% |
| 7D | -0.6% | +1.9% | -2.5% | -1.3% |
| 30D | -4.6% | +11.7% | -16.3% | -8.7% |
| 3M | +32.8% | +34.9% | -2.1% | +17.2% |
| 6M | +64.6% | +50.3% | +14.4% | +37.3% |
| YTD | +62.6% | +63.8% | -1.2% | +29.8% |
| 1Y | +49.9% | +3.8% | +46.1% | +40.9% |
| 3Y | +151.3% | -24.3% | +175.6% | +159.7% |
| All | +143.5% | -51.4% | +195.0% | +184.8% |
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