-32.0%
LII vs HALO
+41.3%
-73.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.3% |
| 7D | +0.5% | -2.1% | +2.5% | +0.8% |
| 30D | -11.2% | +4.6% | -15.9% | -11.8% |
| 3M | -28.8% | +50.2% | -79.0% | -33.8% |
| 6M | -26.9% | +57.6% | -84.5% | -33.0% |
| YTD | -22.2% | +59.6% | -81.8% | -28.5% |
| 1Y | -32.0% | +41.2% | -73.1% | -37.3% |
| All | -32.0% | +41.3% | -73.3% | -37.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling