+5,083.9%
LITE vs HALO
+344.1%
+4,739.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.1% |
| 7D | -1.5% | +4.6% | -6.1% | -2.7% |
| 30D | +6.7% | +31.8% | -25.2% | -0.9% |
| 3M | -6.8% | +53.9% | -60.7% | -17.0% |
| 6M | +29.4% | +57.4% | -27.9% | +14.1% |
| YTD | +139.1% | +63.7% | +75.4% | +108.7% |
| 1Y | +521.0% | +50.1% | +470.9% | +454.5% |
| 3Y | +1,535.3% | +157.3% | +1,378.0% | +1,131.8% |
| 5Y | +889.8% | +161.0% | +728.9% | +622.1% |
| 10Y | +2,400.7% | +1,018.7% | +1,382.0% | +1,198.5% |
| All | +5,083.9% | +344.1% | +4,739.7% | +2,693.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling