+225.9%
LCNB vs SPY
+846.4%
-620.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.6% | +2.4% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | +0.4% | +0.1% | +0.3% | +0.4% |
| 3M | +19.6% | +2.0% | +17.6% | +18.6% |
| 6M | +14.3% | +13.0% | +1.3% | +9.6% |
| YTD | +23.7% | +13.5% | +10.2% | +18.4% |
| 1Y | +28.5% | +20.0% | +8.5% | +20.7% |
| 3Y | +53.7% | +77.2% | -23.4% | +27.9% |
| 5Y | +45.8% | +81.9% | -36.0% | +19.5% |
| 10Y | +72.8% | +314.1% | -241.3% | +19.9% |
| All | +225.9% | +846.4% | -620.5% | +100.3% |
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