+1,830.6%
LSCC vs HALO
+924.7%
+905.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | +1.4% | -2.1% | +3.4% | +2.0% |
| 30D | -10.0% | +4.6% | -14.7% | -11.4% |
| 3M | -16.1% | +50.2% | -66.3% | -26.7% |
| 6M | +27.4% | +57.6% | -30.2% | +9.3% |
| YTD | +56.9% | +59.6% | -2.7% | +33.8% |
| 1Y | +74.6% | +41.2% | +33.4% | +53.9% |
| 3Y | +26.0% | +178.9% | -152.9% | -15.0% |
| 5Y | +86.1% | +160.1% | -74.0% | +26.1% |
| 10Y | +1,830.6% | +967.5% | +863.1% | +973.2% |
| All | +1,830.6% | +924.7% | +905.9% | +973.2% |
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