+159.5%
HALO vs LCID
-97.9%
+257.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.2% |
| 7D | -3.4% | -9.1% | +5.7% | -2.8% |
| 30D | +4.3% | -37.6% | +41.9% | +7.7% |
| 3M | +51.8% | -11.1% | +62.8% | +51.5% |
| 6M | +57.8% | -59.2% | +117.0% | +65.6% |
| YTD | +59.0% | -60.5% | +119.4% | +66.7% |
| 1Y | +41.2% | -78.5% | +119.7% | +53.9% |
| 3Y | +177.8% | -92.8% | +270.7% | +215.9% |
| 5Y | +159.5% | -97.9% | +257.4% | +224.1% |
| All | +159.5% | -97.9% | +257.4% | +224.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling