+27.1%
LEVI vs SPY
+199.2%
-172.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.4% | +3.0% | +2.5% |
| 7D | +4.6% | +0.1% | +4.6% | +4.5% |
| 30D | +29.9% | -3.3% | +33.2% | +35.1% |
| 3M | -0.5% | -2.4% | +1.9% | +2.3% |
| 6M | +7.8% | +2.6% | +5.3% | +4.3% |
| YTD | +19.4% | +11.2% | +8.1% | +4.9% |
| 1Y | +22.3% | +13.4% | +8.9% | +5.1% |
| 3Y | +83.7% | +79.9% | +3.8% | -8.0% |
| 5Y | +0.5% | +72.2% | -71.7% | -46.3% |
| All | +27.1% | +199.2% | -172.1% | -65.1% |
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