+1,468.2%
LYV vs KMX
+323.6%
+1,144.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.5% |
| 7D | -1.9% | -3.1% | +1.2% | -0.7% |
| 30D | -8.2% | +4.4% | -12.6% | -10.0% |
| 3M | -1.3% | +18.9% | -20.2% | -9.3% |
| 6M | +2.6% | +44.3% | -41.7% | -14.5% |
| YTD | +19.4% | +58.7% | -39.3% | -5.9% |
| 1Y | -2.2% | +0.1% | -2.4% | -9.7% |
| 3Y | +106.0% | -24.4% | +130.5% | +103.8% |
| 5Y | +97.7% | -54.4% | +152.1% | +131.3% |
| 10Y | +560.5% | +11.0% | +549.5% | +370.5% |
| All | +1,468.2% | +323.6% | +1,144.6% | +438.4% |
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