+876.3%
HALO vs LUMN
-55.8%
+932.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | 0.0% |
| 7D | -2.7% | +2.5% | -5.2% | -2.9% |
| 30D | +5.3% | +10.3% | -5.0% | +4.4% |
| 3M | +51.6% | -18.3% | +69.8% | +53.5% |
| 6M | +61.3% | +4.4% | +56.9% | +59.3% |
| YTD | +59.3% | -10.7% | +70.0% | +58.2% |
| 1Y | +38.3% | +14.0% | +24.3% | +33.0% |
| 3Y | +185.9% | +406.6% | -220.7% | +113.4% |
| 5Y | +159.9% | -36.8% | +196.7% | +156.0% |
| All | +876.3% | -55.8% | +932.1% | +801.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling