-29.5%
LEN vs HALO
+177.6%
-207.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.2% | -3.5% |
| 7D | -7.8% | -3.4% | -4.4% | -7.3% |
| 30D | -11.0% | +4.3% | -15.3% | -11.6% |
| 3M | -12.8% | +51.8% | -64.6% | -18.2% |
| 6M | -20.2% | +57.8% | -78.0% | -25.6% |
| YTD | -23.0% | +59.0% | -82.0% | -28.5% |
| 1Y | -41.8% | +41.2% | -83.0% | -45.2% |
| All | -29.5% | +177.6% | -207.0% | -42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling