+14,499.5%
LRCX vs HALO
+2,417.6%
+12,081.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.3% | -5.6% |
| 7D | +1.8% | -3.4% | +5.2% | +2.4% |
| 30D | -4.3% | +4.3% | -8.6% | -5.1% |
| 3M | -7.3% | +51.8% | -59.1% | -14.5% |
| 6M | +38.6% | +57.8% | -19.2% | +26.8% |
| YTD | +74.4% | +59.0% | +15.4% | +59.2% |
| 1Y | +179.1% | +41.2% | +138.0% | +160.0% |
| 3Y | +357.7% | +177.8% | +179.8% | +266.3% |
| 5Y | +424.9% | +159.5% | +265.4% | +319.8% |
| 10Y | +3,642.4% | +963.6% | +2,678.7% | +2,218.5% |
| All | +14,499.5% | +2,417.6% | +12,081.8% | +6,726.4% |
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