+226.9%
LCNB vs SPY
+805.8%
-578.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -0.7% | -2.7% | +2.0% | +0.3% |
| 30D | +4.8% | -5.4% | +10.2% | +6.7% |
| 3M | -1.0% | -4.1% | +3.1% | +0.4% |
| 6M | +24.8% | +0.7% | +24.1% | +24.3% |
| YTD | +24.1% | +8.7% | +15.4% | +20.5% |
| 1Y | +33.3% | +10.9% | +22.4% | +28.5% |
| 3Y | +53.9% | +75.0% | -21.1% | +28.7% |
| 5Y | +46.5% | +67.8% | -21.3% | +23.2% |
| 10Y | +78.3% | +312.9% | -234.6% | +25.1% |
| All | +226.9% | +805.8% | -578.9% | +103.8% |
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