+1,358.0%
LITE vs HALO
+170.1%
+1,187.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.4% |
| 7D | +10.8% | -3.2% | +14.0% | +11.6% |
| 30D | -33.4% | -14.2% | -19.3% | -31.1% |
| 3M | -32.2% | -0.4% | -31.8% | -32.8% |
| 6M | -42.1% | +43.2% | -85.3% | -48.6% |
| YTD | +61.9% | +49.0% | +12.9% | +41.9% |
| 1Y | +163.0% | +40.8% | +122.1% | +134.6% |
| 3Y | +1,358.0% | +167.4% | +1,190.6% | +893.8% |
| All | +1,358.0% | +170.1% | +1,187.9% | +893.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling