+51.8%
LCII vs SPY
+312.9%
-261.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -5.0% |
| 7D | -1.2% | -2.7% | +1.5% | +2.0% |
| 30D | +22.1% | -5.4% | +27.5% | +30.4% |
| 3M | -6.5% | -4.1% | -2.5% | -1.9% |
| 6M | -14.6% | +0.7% | -15.3% | -15.9% |
| YTD | -16.9% | +8.7% | -25.6% | -25.6% |
| 1Y | -5.7% | +10.9% | -16.6% | -17.8% |
| 3Y | -1.9% | +75.0% | -76.9% | -52.7% |
| 5Y | -21.3% | +67.8% | -89.1% | -59.3% |
| All | +51.8% | +312.9% | -261.0% | -75.0% |
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