+1,352.3%
LSCC vs HALO
+766.1%
+586.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | +5.0% | -19.9% | +25.0% | +11.5% |
| 30D | -11.7% | -6.7% | -5.0% | -10.9% |
| 3M | -13.3% | +0.4% | -13.7% | -14.7% |
| 6M | -12.5% | +60.6% | -73.1% | -27.0% |
| YTD | +51.2% | +53.0% | -1.8% | +27.8% |
| 1Y | +65.9% | +51.4% | +14.5% | +40.4% |
| 3Y | +95.3% | +176.5% | -81.1% | +27.9% |
| 5Y | +38.6% | +169.7% | -131.1% | -10.5% |
| 10Y | +1,352.3% | +747.6% | +604.8% | +657.2% |
| All | +1,352.3% | +766.1% | +586.2% | +657.2% |
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