+1,568.0%
LITE vs HALO
+692.7%
+875.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.3% |
| 7D | +22.6% | -18.1% | +40.7% | +28.8% |
| 30D | -36.8% | -8.2% | -28.6% | -35.6% |
| 3M | -33.0% | -1.1% | -31.9% | -33.6% |
| 6M | -37.1% | +41.9% | -79.0% | -44.7% |
| YTD | +69.5% | +49.6% | +19.9% | +46.5% |
| 1Y | +146.1% | +42.5% | +103.6% | +116.2% |
| 3Y | +1,440.8% | +170.3% | +1,270.6% | +965.4% |
| 5Y | +580.4% | +158.4% | +422.1% | +356.5% |
| All | +1,568.0% | +692.7% | +875.3% | +692.1% |
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