+161.6%
HALO vs LPLA
+147.5%
+14.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.1% |
| 7D | -2.7% | -1.5% | -1.2% | -2.5% |
| 30D | +5.3% | -6.0% | +11.3% | +6.3% |
| 3M | +51.6% | +24.0% | +27.5% | +46.1% |
| 6M | +61.3% | +17.0% | +44.3% | +56.6% |
| YTD | +59.3% | -0.7% | +60.0% | +58.5% |
| 1Y | +38.3% | +2.1% | +36.2% | +36.5% |
| 3Y | +185.9% | +48.7% | +137.2% | +155.6% |
| All | +161.6% | +147.5% | +14.1% | +95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling