+10.3%
LEVI vs SPY
+205.4%
-195.2%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.2% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -14.9% | +0.1% | -15.0% | -15.0% |
| 3M | -5.9% | +2.0% | -7.9% | -8.3% |
| 6M | +2.5% | +13.0% | -10.5% | -11.6% |
| YTD | +3.5% | +13.5% | -10.0% | -11.1% |
| 1Y | -4.2% | +20.0% | -24.1% | -22.7% |
| 3Y | +64.4% | +77.2% | -12.7% | -16.1% |
| 5Y | -9.1% | +81.9% | -91.0% | -54.4% |
| All | +10.3% | +205.4% | -195.2% | -70.4% |
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