+260.0%
LDOS vs HALO
+928.6%
-668.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.6% |
| 7D | -7.1% | +0.5% | -7.7% | -7.2% |
| 30D | -6.1% | +5.0% | -11.1% | -6.8% |
| 3M | +5.6% | +53.1% | -47.5% | -1.2% |
| 6M | -26.9% | +60.8% | -87.7% | -32.3% |
| YTD | -27.9% | +60.9% | -88.9% | -33.4% |
| 1Y | -26.8% | +42.8% | -69.6% | -31.2% |
| 3Y | +39.6% | +181.3% | -141.7% | +15.0% |
| 5Y | +39.4% | +157.6% | -118.2% | +13.9% |
| 10Y | +260.0% | +910.4% | -650.4% | +133.4% |
| All | +260.0% | +928.6% | -668.6% | +133.4% |
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