-93.8%
LAW vs SPY
+81.8%
-175.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.5% | -2.2% |
| 7D | -2.8% | +0.5% | -3.4% | -3.6% |
| 30D | -4.4% | -0.9% | -3.5% | -2.8% |
| 3M | +11.4% | +3.9% | +7.5% | +4.2% |
| 6M | -14.2% | +14.5% | -28.7% | -32.5% |
| YTD | -47.0% | +12.9% | -60.0% | -57.6% |
| 1Y | -28.5% | +19.4% | -47.9% | -48.2% |
| 3Y | -56.6% | +78.5% | -135.1% | -85.9% |
| 5Y | -93.8% | +81.8% | -175.5% | -98.0% |
| All | -93.8% | +81.8% | -175.5% | -98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling