+9.2%
LEVI vs SPY
+203.8%
-194.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.3% |
| 7D | +2.4% | +0.5% | +1.9% | +1.7% |
| 30D | -14.6% | -0.9% | -13.6% | -13.6% |
| 3M | -8.9% | +3.9% | -12.8% | -13.1% |
| 6M | +7.7% | +14.5% | -6.8% | -8.6% |
| YTD | +2.5% | +12.9% | -10.4% | -11.4% |
| 1Y | -3.3% | +19.4% | -22.7% | -21.6% |
| 3Y | +61.4% | +78.5% | -17.0% | -18.3% |
| 5Y | -9.8% | +81.8% | -91.6% | -54.7% |
| All | +9.2% | +203.8% | -194.6% | -70.5% |
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