+20.7%
LEVI vs SPY
+192.3%
-171.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.4% |
| 7D | +1.6% | -2.7% | +4.3% | +4.9% |
| 30D | +18.1% | -5.4% | +23.5% | +26.0% |
| 3M | -5.2% | -4.1% | -1.1% | -0.5% |
| 6M | +0.7% | +0.7% | 0.0% | -0.5% |
| YTD | +13.3% | +8.7% | +4.6% | +2.3% |
| 1Y | +17.4% | +10.9% | +6.5% | +3.5% |
| 3Y | +69.2% | +75.0% | -5.8% | -12.5% |
| 5Y | -2.6% | +67.8% | -70.4% | -46.4% |
| All | +20.7% | +192.3% | -171.7% | -65.9% |
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