+236.4%
LDOS vs HALO
+743.1%
-506.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.2% | -2.3% |
| 7D | -1.3% | -22.0% | +20.7% | +2.1% |
| 30D | +10.1% | -8.5% | +18.6% | +11.3% |
| 3M | -4.7% | -0.9% | -3.7% | -4.9% |
| 6M | +5.6% | +53.1% | -47.5% | -1.7% |
| YTD | -25.1% | +51.1% | -76.2% | -30.5% |
| 1Y | -31.7% | +45.0% | -76.7% | -36.2% |
| 3Y | +33.7% | +173.0% | -139.3% | +10.3% |
| 5Y | +54.4% | +163.6% | -109.3% | +25.1% |
| 10Y | +236.4% | +708.3% | -471.8% | +129.3% |
| All | +236.4% | +743.1% | -506.7% | +129.3% |
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