-89.7%
LAW vs SPY
+90.6%
-180.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.4% |
| 7D | -2.3% | +0.1% | -2.4% | -2.4% |
| 30D | +4.7% | +0.1% | +4.6% | +4.7% |
| 3M | +8.2% | +2.0% | +6.2% | +4.2% |
| 6M | +1.2% | +13.0% | -11.8% | -18.7% |
| YTD | -45.4% | +13.5% | -58.9% | -56.6% |
| 1Y | -22.9% | +20.0% | -42.9% | -44.6% |
| 3Y | -55.0% | +77.2% | -132.2% | -85.1% |
| 5Y | -92.9% | +81.9% | -174.8% | -97.6% |
| All | -89.7% | +90.6% | -180.3% | -97.0% |
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 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