+5,657.0%
LCII vs SPY
+3,091.8%
+2,565.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.9% |
| 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% | +5.8% |
| 6M | -22.0% | +13.0% | -35.0% | -30.8% |
| YTD | -12.8% | +13.5% | -26.4% | -23.1% |
| 1Y | +1.1% | +20.0% | -18.9% | -15.7% |
| 3Y | -9.3% | +77.2% | -86.5% | -48.0% |
| 5Y | -8.9% | +81.9% | -90.7% | -48.1% |
| 10Y | +37.3% | +314.1% | -276.7% | -61.1% |
| All | +5,657.0% | +3,091.8% | +2,565.2% | +377.8% |
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