+162.9%
LII vs HALO
+692.7%
-529.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -0.2% | -18.1% | +17.9% | +2.7% |
| 30D | -0.6% | -8.2% | +7.6% | +0.4% |
| 3M | -17.0% | -1.1% | -15.9% | -17.2% |
| 6M | -31.1% | +41.9% | -73.1% | -35.3% |
| YTD | -27.7% | +49.6% | -77.2% | -32.7% |
| 1Y | -26.2% | +42.5% | -68.7% | -30.9% |
| 3Y | -9.6% | +170.3% | -179.9% | -25.9% |
| 5Y | +15.7% | +158.4% | -142.7% | -6.1% |
| All | +162.9% | +692.7% | -529.7% | +85.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling