+2,439.8%
HALO vs LUMN
-17.0%
+2,456.7%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.5% |
| 7D | -2.0% | +3.8% | -5.9% | -2.6% |
| 30D | +9.4% | +4.6% | +4.8% | +8.4% |
| 3M | +55.3% | -17.2% | +72.5% | +59.0% |
| 6M | +69.6% | +5.9% | +63.7% | +65.0% |
| YTD | +60.4% | -9.5% | +69.9% | +57.6% |
| 1Y | +40.4% | +16.2% | +24.2% | +29.0% |
| 3Y | +166.4% | +384.8% | -218.4% | +39.9% |
| 5Y | +160.7% | -38.7% | +199.4% | +141.9% |
| 10Y | +876.8% | -54.9% | +931.7% | +745.7% |
| All | +2,439.8% | -17.0% | +2,456.7% | +1,627.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling