+25.9%
LMT vs HALO
+92.7%
-66.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +1.3% | -8.2% | -7.0% |
| 7D | -5.5% | +0.2% | -5.8% | -5.5% |
| 30D | +17.5% | +20.3% | -2.9% | +15.9% |
| 3M | +1.6% | +56.6% | -55.0% | -2.2% |
| 6M | +16.3% | +101.9% | -85.6% | +10.3% |
| YTD | +25.3% | +93.7% | -68.4% | +17.9% |
| 1Y | +25.9% | +91.5% | -65.7% | +18.3% |
| All | +25.9% | +92.7% | -66.8% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling