+44.0%
LCII vs SPY
+311.8%
-267.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -2.1% |
| 7D | -6.5% | -0.9% | -5.6% | -5.6% |
| 30D | +23.2% | -2.4% | +25.6% | +26.6% |
| 3M | -8.1% | -1.2% | -7.0% | -7.1% |
| 6M | -12.0% | +3.3% | -15.3% | -15.9% |
| YTD | -17.1% | +12.3% | -29.4% | -28.8% |
| 1Y | -7.9% | +12.4% | -20.4% | -21.1% |
| 3Y | +1.2% | +78.8% | -77.6% | -52.5% |
| 5Y | -22.7% | +75.2% | -97.8% | -62.1% |
| 10Y | +44.0% | +311.1% | -267.1% | -78.6% |
| All | +44.0% | +311.8% | -267.7% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling