+75.7%
LSCC vs HALO
+47.3%
+28.4%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | +1.3% | +4.6% | -3.3% | +0.7% |
| 30D | -9.7% | +31.8% | -41.5% | -13.6% |
| 3M | -23.7% | +53.9% | -77.6% | -29.7% |
| 6M | +26.5% | +57.4% | -30.9% | +14.7% |
| YTD | +57.5% | +63.7% | -6.2% | +41.8% |
| 1Y | +75.7% | +50.1% | +25.6% | +65.7% |
| All | +75.7% | +47.3% | +28.4% | +65.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling