+250.5%
LDOS vs HALO
+1,106.4%
-855.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -15.7% | +13.4% | 0.0% |
| 7D | -7.2% | -20.8% | +13.6% | -4.2% |
| 30D | +16.8% | -6.5% | +23.3% | +17.7% |
| 3M | -1.6% | +20.8% | -22.4% | -5.0% |
| 6M | -1.0% | +56.2% | -57.2% | -8.1% |
| YTD | -25.8% | +54.0% | -79.8% | -31.3% |
| 1Y | -31.1% | +51.5% | -82.6% | -36.1% |
| 3Y | +32.8% | +193.9% | -161.1% | +8.2% |
| 5Y | +49.4% | +154.6% | -105.2% | +21.9% |
| All | +250.5% | +1,106.4% | -855.9% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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