+35.1%
LSCC vs HALO
+156.0%
-120.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.4% |
| 7D | +7.0% | -3.2% | +10.2% | +8.0% |
| 30D | -2.3% | -14.2% | +11.9% | +1.2% |
| 3M | -12.5% | -0.4% | -12.1% | -14.0% |
| 6M | -10.6% | +43.2% | -53.8% | -23.0% |
| YTD | +52.7% | +49.0% | +3.7% | +28.9% |
| 1Y | +74.0% | +40.8% | +33.1% | +49.4% |
| 3Y | +104.8% | +167.4% | -62.6% | +27.4% |
| All | +35.1% | +156.0% | -120.9% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling