-31.1%
LDOS vs HALO
+51.7%
-82.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -15.7% | +13.4% | -1.4% |
| 7D | -7.2% | -20.8% | +13.6% | -6.1% |
| 30D | +16.8% | -6.5% | +23.3% | +17.5% |
| 3M | -1.6% | +20.8% | -22.4% | -2.8% |
| 6M | -1.0% | +56.2% | -57.2% | -1.9% |
| YTD | -25.8% | +54.0% | -79.8% | -28.3% |
| 1Y | -31.1% | +51.5% | -82.6% | -33.4% |
| All | -31.1% | +51.7% | -82.8% | -33.4% |
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 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