+51.3%
HALO vs LUMN
-60.4%
+111.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.3% | -9.0% | -1.0% |
| 7D | -20.2% | -10.6% | -9.6% | -19.9% |
| 30D | -6.8% | -18.2% | +11.4% | -6.2% |
| 3M | -0.2% | -30.8% | +30.6% | +1.0% |
| 6M | +60.5% | -49.1% | +109.6% | +62.7% |
| YTD | +52.9% | -44.4% | +97.3% | +52.0% |
| All | +51.3% | -60.4% | +111.7% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 1y: compounded portfolio wealth divided by compounded LUMN 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…
1y analysis · Full analysis span regression · 6 months rolling