+5,652.0%
LCII vs SPY
+2,945.2%
+2,706.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.7% | +2.6% |
| 7D | +3.6% | -4.7% | +8.3% | +8.4% |
| 30D | +24.7% | -5.9% | +30.6% | +32.2% |
| 3M | -3.3% | -4.5% | +1.2% | +1.0% |
| 6M | -6.5% | +1.8% | -8.3% | -8.4% |
| YTD | -12.9% | +8.3% | -21.2% | -19.7% |
| 1Y | -3.4% | +9.3% | -12.7% | -11.7% |
| 3Y | -1.4% | +74.9% | -76.3% | -42.9% |
| 5Y | -17.5% | +67.3% | -84.8% | -49.1% |
| 10Y | +62.3% | +311.6% | -249.3% | -53.7% |
| All | +5,652.0% | +2,945.2% | +2,706.8% | +399.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling