+82.7%
LUMN vs KMX
+457.5%
-374.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.7% |
| 7D | +2.5% | -3.1% | +5.6% | +3.0% |
| 30D | +10.3% | +4.4% | +5.9% | +9.5% |
| 3M | -18.3% | +18.9% | -37.2% | -20.7% |
| 6M | +4.4% | +44.3% | -39.9% | -2.3% |
| YTD | -10.7% | +58.7% | -69.4% | -17.9% |
| 1Y | +14.0% | +0.1% | +13.8% | +11.1% |
| 3Y | +406.6% | -24.4% | +431.0% | +417.2% |
| 5Y | -36.8% | -54.4% | +17.6% | -31.9% |
| 10Y | -56.2% | +11.0% | -67.2% | -58.2% |
| All | +82.7% | +457.5% | -374.7% | +51.7% |
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