-31.3%
LDOS vs HALO
+43.0%
-74.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -2.0% |
| 7D | -3.5% | -18.1% | +14.7% | -2.4% |
| 30D | +9.5% | -8.2% | +17.7% | +10.3% |
| 3M | -6.3% | -1.1% | -5.2% | -6.1% |
| 6M | +2.8% | +41.9% | -39.1% | +1.8% |
| YTD | -26.6% | +49.6% | -76.2% | -29.0% |
| 1Y | -31.3% | +42.5% | -73.8% | -33.3% |
| All | -31.3% | +43.0% | -74.3% | -33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling