+37.6%
LCII vs SPY
+313.4%
-275.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +2.0% |
| 7D | -0.3% | +0.1% | -0.5% | -0.5% |
| 30D | -3.2% | +0.1% | -3.3% | -3.3% |
| 3M | +8.0% | +2.0% | +6.0% | +5.1% |
| 6M | -22.0% | +13.0% | -35.0% | -33.3% |
| YTD | -12.8% | +13.5% | -26.4% | -25.9% |
| 1Y | +1.1% | +20.0% | -18.9% | -20.2% |
| 3Y | -9.3% | +77.2% | -86.5% | -56.8% |
| 5Y | -8.9% | +81.9% | -90.7% | -57.5% |
| All | +37.6% | +313.4% | -275.8% | -79.0% |
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