-17.6%
LMT vs HALO
+56.8%
-74.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.1% |
| 7D | -0.5% | -3.4% | +2.9% | -0.2% |
| 30D | -10.8% | +4.3% | -15.0% | -11.2% |
| 3M | +1.6% | +51.8% | -50.2% | -4.9% |
| 6M | -17.6% | +57.8% | -75.3% | -23.3% |
| All | -17.6% | +56.8% | -74.4% | -23.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling