+550.0%
LNG vs HALO
+979.6%
-429.6%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -4.7% | -2.7% | -2.0% | -4.3% |
| 30D | +3.8% | +5.3% | -1.5% | +3.1% |
| 3M | +16.2% | +51.6% | -35.4% | +9.7% |
| 6M | +11.7% | +61.3% | -49.6% | +4.3% |
| YTD | +44.2% | +59.3% | -15.1% | +34.6% |
| 1Y | +18.6% | +38.3% | -19.7% | +12.6% |
| 3Y | +77.4% | +185.9% | -108.5% | +46.2% |
| 5Y | +232.3% | +159.9% | +72.3% | +172.0% |
| All | +550.0% | +979.6% | -429.6% | +306.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling