+261.5%
HALO vs LCID
-97.1%
+358.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.2% | +8.8% | +0.2% |
| 7D | -3.2% | -10.2% | +6.9% | -2.7% |
| 30D | -14.2% | -10.2% | -4.0% | -13.9% |
| 3M | -0.4% | -54.1% | +53.7% | +4.2% |
| 6M | +43.2% | -53.8% | +96.9% | +48.2% |
| YTD | +49.0% | -72.0% | +121.0% | +58.6% |
| 1Y | +40.8% | -80.5% | +121.4% | +53.2% |
| 3Y | +167.4% | -92.6% | +259.9% | +198.4% |
| 5Y | +157.4% | -99.3% | +256.7% | +229.9% |
| All | +261.5% | -97.1% | +358.6% | +344.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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