+94.0%
LEN vs HALO
+2,426.8%
-2,332.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -3.4% | -2.1% | -1.3% | -2.9% |
| 30D | -5.7% | +4.6% | -10.3% | -6.6% |
| 3M | -12.2% | +50.2% | -62.5% | -20.1% |
| 6M | -18.3% | +57.6% | -75.9% | -26.6% |
| YTD | -20.2% | +59.6% | -79.8% | -28.7% |
| 1Y | -40.1% | +41.2% | -81.2% | -45.1% |
| 3Y | -26.2% | +178.9% | -205.1% | -44.2% |
| 5Y | -9.8% | +160.1% | -169.9% | -32.3% |
| 10Y | +109.1% | +967.5% | -858.3% | +5.5% |
| All | +94.0% | +2,426.8% | -2,332.8% | -39.8% |
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