+19.5%
LII vs HALO
+167.8%
-148.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +0.4% | -19.9% | +20.4% | +3.7% |
| 30D | -2.4% | -6.7% | +4.4% | -1.6% |
| 3M | -17.5% | +0.4% | -17.8% | -17.9% |
| 6M | -32.8% | +60.6% | -93.4% | -38.3% |
| YTD | -27.7% | +53.0% | -80.7% | -33.2% |
| 1Y | -28.1% | +51.4% | -79.5% | -33.5% |
| 3Y | -9.7% | +176.5% | -186.1% | -28.2% |
| 5Y | +19.5% | +169.7% | -150.2% | -4.2% |
| All | +19.5% | +167.8% | -148.3% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling