+73.0%
LCNB vs SPY
+315.0%
-242.0%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | -1.0% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | +6.8% | -3.3% | +10.1% | +9.8% |
| 3M | +0.7% | -2.4% | +3.1% | +2.6% |
| 6M | +24.0% | +2.6% | +21.4% | +20.5% |
| YTD | +25.3% | +11.2% | +14.1% | +13.3% |
| 1Y | +33.9% | +13.4% | +20.5% | +19.0% |
| 3Y | +59.9% | +79.9% | -20.0% | -6.1% |
| 5Y | +46.3% | +72.2% | -25.9% | -12.4% |
| 10Y | +73.0% | +307.3% | -234.3% | -67.6% |
| All | +73.0% | +315.0% | -242.0% | -67.6% |
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