+73.0%
LMT vs HALO
+158.6%
-85.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -0.2% | -2.7% | +2.5% | 0.0% |
| 30D | -13.1% | +5.3% | -18.4% | -13.4% |
| 3M | -3.9% | +51.6% | -55.4% | -6.7% |
| 6M | -18.3% | +61.3% | -79.5% | -21.0% |
| YTD | +10.3% | +59.3% | -48.9% | +6.6% |
| 1Y | +14.2% | +38.3% | -24.0% | +11.3% |
| 3Y | +35.0% | +185.9% | -150.9% | +25.1% |
| All | +73.0% | +158.6% | -85.6% | +58.3% |
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 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