+28.2%
LSCC vs HALO
+176.9%
-148.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.7% |
| 7D | +5.2% | +0.5% | +4.7% | +5.1% |
| 30D | -9.6% | +5.0% | -14.7% | -10.7% |
| 3M | -17.8% | +53.1% | -70.9% | -26.0% |
| 6M | +37.4% | +60.8% | -23.3% | +21.9% |
| YTD | +59.7% | +60.9% | -1.3% | +41.3% |
| 1Y | +76.2% | +42.8% | +33.4% | +60.1% |
| 3Y | +28.2% | +181.3% | -153.1% | -4.6% |
| All | +28.2% | +176.9% | -148.8% | -4.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling