-90.1%
LAW vs SPY
+88.7%
-178.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -0.5% |
| 7D | -5.6% | -0.4% | -5.2% | -5.0% |
| 30D | -2.6% | -1.4% | -1.3% | -0.3% |
| 3M | +14.0% | +3.7% | +10.3% | +6.9% |
| 6M | -9.4% | +13.0% | -22.4% | -27.0% |
| YTD | -47.7% | +12.4% | -60.1% | -57.8% |
| 1Y | -28.4% | +18.5% | -46.9% | -47.5% |
| 3Y | -57.2% | +77.6% | -134.8% | -86.0% |
| 5Y | -93.7% | +81.7% | -175.4% | -97.9% |
| All | -90.1% | +88.7% | -178.8% | -97.1% |
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