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Financial Instruments and Fair Value Measurements - Narrative (Details)	3 Months Ended		6 Months Ended
	Jun. 30, 2019 USD ($) swap	Jun. 30, 2018 USD ($)	Jun. 30, 2019 USD ($) swap	Jun. 30, 2018 USD ($)	Dec. 31, 2018 USD ($)
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Gain (loss) related to hedge ineffectiveness	$ 0	$ 0	$ 0	$ 0
Increase (decrease) in floor plan interest expense due to impact of interest rate hedges	(400,000)	$ 1,400,000	(900,000)	$ 3,400,000
Maximum notional value of derivatives in effect at any time	901,600,000		901,600,000
Accumulated unrealized gains (losses), net of income taxes	5,400,000		5,400,000
Accumulated unrealized gains (losses), net of income taxes					$ 12,500,000
Amount expected to be reclassified from other comprehensive loss into earnings	$ 700,000		$ 700,000
Interest Rate Swaps
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Number of additional forward interest rate swaps | swap	26		26
Notional value	$ 901,600,000		$ 901,600,000
Weighted average interest rate	2.30%		2.30%
Forward Interest Rate Swaps
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Number of additional forward interest rate swaps | swap	5		5
Notional value	$ 325,000,000.0		$ 325,000,000.0
Weighted average interest rate	1.90%		1.90%

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- Definition

The increase or decrease in floorplan interest expense due to interest rate hedges.

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Maximum notional amount of derivatives in effect at any time.

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Accumulated change, net of tax, in accumulated gains and losses from derivative instruments designated and qualifying as the effective portion of cash flow hedges. Includes an entity's share of an equity investee's Increase or Decrease in deferred hedging gains or losses.

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Average fixed interest rate related to the group of interest rate derivatives.

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Nominal or face amount used to calculate payment on derivative.

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The number of derivative instruments of a particular group held by the entity.

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Amount of cumulative increase (decrease) in fair value of hedged asset in fair value hedge, attributable to hedged risk.

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The estimated net amount of unrealized gains or losses on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months.

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Amount, before tax, of adjustments from accumulated other comprehensive income (AOCI) for gain (loss) from increase (decrease) in value of excluded component of derivative designated and qualifying as hedge. Adjustments include, but are not limited to, reclassifications for sale and settlement, and amounts recognized under systematic and rational method.

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