-85.1%
LAW vs SPY
+88.5%
-173.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.3% | +5.7% | +4.9% |
| 7D | +6.6% | -0.9% | +7.5% | +7.9% |
| 30D | +37.0% | -2.4% | +39.3% | +42.1% |
| 3M | +45.1% | -1.2% | +46.3% | +47.7% |
| 6M | +63.4% | +3.3% | +60.1% | +53.7% |
| YTD | -21.3% | +12.3% | -33.6% | -36.5% |
| 1Y | -13.8% | +12.4% | -26.3% | -30.7% |
| 3Y | +3.0% | +78.8% | -75.8% | -66.9% |
| 5Y | -87.3% | +75.2% | -162.5% | -95.5% |
| All | -85.1% | +88.5% | -173.6% | -95.6% |
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