+186.4%
HALO vs LCID
-92.8%
+279.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.8% | +6.9% | -0.4% |
| 7D | -2.1% | -9.3% | +7.3% | -1.5% |
| 30D | +4.6% | -35.4% | +40.0% | +7.3% |
| 3M | +50.2% | -17.1% | +67.3% | +50.7% |
| 6M | +57.6% | -58.9% | +116.5% | +64.2% |
| YTD | +59.6% | -59.6% | +119.2% | +65.9% |
| 1Y | +41.2% | -78.0% | +119.2% | +51.2% |
| All | +186.4% | -92.8% | +279.2% | +219.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling