+185.3%
HALO vs LPLA
+43.8%
+141.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -3.4% | -3.7% | +0.3% | -3.1% |
| 30D | +4.3% | -6.4% | +10.6% | +4.9% |
| 3M | +51.8% | +20.2% | +31.6% | +49.1% |
| 6M | +57.8% | +12.8% | +44.9% | +55.8% |
| YTD | +59.0% | -2.5% | +61.5% | +58.9% |
| 1Y | +41.2% | +1.9% | +39.2% | +40.3% |
| All | +185.3% | +43.8% | +141.5% | +169.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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