+68.3%
LCNB vs SPY
+311.3%
-243.0%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.4% |
| 7D | +0.7% | +0.5% | +0.1% | +0.2% |
| 30D | -3.4% | -0.9% | -2.5% | -2.7% |
| 3M | +14.5% | +3.9% | +10.6% | +10.4% |
| 6M | +15.5% | +14.5% | +1.0% | +2.2% |
| YTD | +20.2% | +12.9% | +7.2% | +7.5% |
| 1Y | +24.8% | +19.4% | +5.5% | +6.3% |
| 3Y | +48.1% | +78.5% | -30.4% | -12.1% |
| 5Y | +42.2% | +81.8% | -39.5% | -19.5% |
| 10Y | +68.3% | +311.5% | -243.3% | -61.0% |
| All | +68.3% | +311.3% | -243.0% | -61.0% |
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