+62.9%
LCNB vs SPY
+78.7%
-15.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.2% |
| 7D | +0.3% | +3.3% | -3.0% | -1.9% |
| 30D | +5.0% | -2.7% | +7.7% | +6.9% |
| 3M | +0.5% | -1.7% | +2.3% | +1.6% |
| 6M | +27.2% | +3.1% | +24.1% | +23.9% |
| YTD | +24.0% | +11.9% | +12.1% | +13.6% |
| 1Y | +33.1% | +12.0% | +21.1% | +21.7% |
| All | +62.9% | +78.7% | -15.8% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling