+498.3%
LDOS vs HALO
+3,709.9%
-3,211.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -15.7% | +13.4% | -0.5% |
| 7D | -7.2% | -20.8% | +13.6% | -4.9% |
| 30D | +16.8% | -6.5% | +23.3% | +17.5% |
| 3M | -1.6% | +20.8% | -22.4% | -4.1% |
| 6M | -1.0% | +56.2% | -57.2% | -6.4% |
| YTD | -25.8% | +54.0% | -79.8% | -29.9% |
| 1Y | -31.1% | +51.5% | -82.6% | -34.9% |
| 3Y | +32.8% | +193.9% | -161.1% | +14.3% |
| 5Y | +49.4% | +154.6% | -105.2% | +28.9% |
| 10Y | +253.9% | +1,124.9% | -871.1% | +149.2% |
| All | +498.3% | +3,709.9% | -3,211.6% | +240.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling