+490.8%
LITE vs HALO
+155.8%
+335.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -15.7% | +21.4% | +9.4% |
| 7D | -35.9% | -20.8% | -15.1% | -32.4% |
| 30D | -51.5% | -6.5% | -45.1% | -50.9% |
| 3M | -35.7% | +20.8% | -56.6% | -39.6% |
| 6M | -43.0% | +56.2% | -99.1% | -50.4% |
| YTD | +46.1% | +54.0% | -7.9% | +27.8% |
| 1Y | +124.7% | +51.5% | +73.2% | +97.7% |
| 3Y | +1,172.1% | +193.9% | +978.2% | +809.4% |
| All | +490.8% | +155.8% | +335.1% | +295.7% |
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