+24.4%
LII vs HALO
+149.7%
-125.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.1% |
| 7D | +2.1% | +0.5% | +1.6% | +2.0% |
| 30D | -12.4% | +5.0% | -17.4% | -13.1% |
| 3M | -24.8% | +53.1% | -77.9% | -30.0% |
| 6M | -25.2% | +60.8% | -85.9% | -31.0% |
| YTD | -20.3% | +60.9% | -81.2% | -26.6% |
| 1Y | -32.9% | +42.8% | -75.7% | -37.2% |
| 3Y | +2.0% | +181.3% | -179.2% | -18.7% |
| 5Y | +24.4% | +157.6% | -133.1% | -5.2% |
| All | +24.4% | +149.7% | -125.2% | -5.2% |
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