+3,406.8%
LITE vs HALO
+314.8%
+3,092.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.7% | +11.4% | +10.9% |
| 7D | -12.9% | -20.2% | +7.3% | -8.3% |
| 30D | -46.0% | -6.8% | -39.2% | -45.3% |
| 3M | -33.0% | -0.2% | -32.8% | -33.6% |
| 6M | -34.0% | +60.5% | -94.6% | -42.6% |
| YTD | +61.7% | +52.9% | +8.8% | +42.6% |
| 1Y | +148.3% | +50.8% | +97.5% | +119.9% |
| 3Y | +1,408.5% | +180.6% | +1,227.9% | +1,008.8% |
| 5Y | +546.2% | +166.6% | +379.6% | +366.6% |
| 10Y | +1,533.3% | +801.2% | +732.1% | +773.2% |
| All | +3,406.8% | +314.8% | +3,092.0% | +1,808.7% |
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 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