+45.2%
LDOS vs HALO
+162.4%
-117.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -5.4% | +4.6% | -10.0% | -6.0% |
| 30D | +4.9% | +31.8% | -26.9% | +1.0% |
| 3M | +7.2% | +53.9% | -46.7% | +1.2% |
| 6M | -24.2% | +57.4% | -81.6% | -28.8% |
| YTD | -25.8% | +63.7% | -89.5% | -30.8% |
| 1Y | -24.7% | +50.1% | -74.8% | -29.1% |
| 3Y | +39.3% | +157.3% | -118.1% | +19.9% |
| All | +45.2% | +162.4% | -117.1% | +14.8% |
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