+3,405.8%
LNG vs HALO
+2,417.6%
+988.2%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -4.5% | -3.4% | -1.1% | -3.9% |
| 30D | +4.7% | +4.3% | +0.4% | +3.8% |
| 3M | +15.1% | +51.8% | -36.6% | +6.0% |
| 6M | +13.6% | +57.8% | -44.2% | +3.3% |
| YTD | +44.0% | +59.0% | -15.0% | +30.4% |
| 1Y | +18.4% | +41.2% | -22.8% | +9.2% |
| 3Y | +75.9% | +177.8% | -102.0% | +37.2% |
| 5Y | +231.7% | +159.5% | +72.2% | +155.3% |
| 10Y | +549.0% | +963.6% | -414.7% | +248.6% |
| All | +3,405.8% | +2,417.6% | +988.2% | +1,032.5% |
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