+2,134.6%
LMT vs HALO
+2,426.8%
-292.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.3% | -2.1% |
| 7D | -1.3% | -2.1% | +0.7% | -1.2% |
| 30D | -12.5% | +4.6% | -17.2% | -12.9% |
| 3M | -0.5% | +50.2% | -50.7% | -3.9% |
| 6M | -20.0% | +57.6% | -77.6% | -23.1% |
| YTD | +10.4% | +59.6% | -49.2% | +5.9% |
| 1Y | +17.7% | +41.2% | -23.5% | +13.9% |
| 3Y | +34.3% | +178.9% | -144.6% | +21.3% |
| 5Y | +71.8% | +160.1% | -88.3% | +54.3% |
| 10Y | +187.0% | +967.5% | -780.5% | +123.1% |
| All | +2,134.6% | +2,426.8% | -292.2% | +1,372.7% |
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