+50.9%
LVS vs KMX
+340.5%
-289.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.3% | +3.4% | +1.1% |
| 7D | +0.3% | -0.7% | +1.0% | +0.6% |
| 30D | -3.9% | +4.1% | -8.0% | -5.8% |
| 3M | -12.9% | +27.5% | -40.4% | -23.4% |
| 6M | -16.9% | +43.6% | -60.5% | -32.2% |
| YTD | -31.2% | +56.8% | -88.0% | -46.7% |
| 1Y | -16.4% | -1.3% | -15.1% | -22.9% |
| 3Y | -4.4% | -25.4% | +21.0% | -4.8% |
| 5Y | +6.7% | -53.9% | +60.6% | +24.0% |
| 10Y | +1.4% | +0.7% | +0.8% | -34.1% |
| All | +50.9% | +340.5% | -289.6% | -69.4% |
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 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