+286.4%
HALO vs LCID
-95.9%
+382.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.1% |
| 7D | -2.7% | -9.8% | +7.1% | -2.1% |
| 30D | +5.3% | -35.5% | +40.8% | +8.3% |
| 3M | +51.6% | -18.4% | +69.9% | +52.2% |
| 6M | +61.3% | -60.5% | +121.7% | +69.2% |
| YTD | +59.3% | -60.1% | +119.4% | +66.5% |
| 1Y | +38.3% | -78.8% | +117.1% | +50.1% |
| 3Y | +185.9% | -92.8% | +278.6% | +221.6% |
| 5Y | +159.9% | -97.9% | +257.8% | +211.9% |
| All | +286.4% | -95.9% | +382.3% | +366.4% |
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