+47.6%
LDOS vs HALO
+156.0%
-108.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -1.6% | -3.2% | +1.6% | -1.2% |
| 30D | +8.2% | -14.2% | +22.4% | +10.2% |
| 3M | -8.2% | -0.4% | -7.8% | -8.4% |
| 6M | +5.8% | +43.2% | -37.3% | +0.3% |
| YTD | -27.0% | +49.0% | -76.0% | -31.5% |
| 1Y | -31.0% | +40.8% | -71.8% | -34.8% |
| 3Y | +29.3% | +167.4% | -138.1% | +9.2% |
| All | +47.6% | +156.0% | -108.4% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling