+48.7%
LVS vs HALO
+5,866.1%
-5,817.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.6% | -1.3% |
| 7D | -2.7% | -2.1% | -0.6% | -2.2% |
| 30D | -4.7% | +4.6% | -9.3% | -5.8% |
| 3M | -15.6% | +50.2% | -65.8% | -23.9% |
| 6M | -18.6% | +57.6% | -76.2% | -27.7% |
| YTD | -32.3% | +59.6% | -91.8% | -40.2% |
| 1Y | -18.0% | +41.2% | -59.2% | -25.6% |
| 3Y | -5.8% | +178.9% | -184.7% | -30.7% |
| 5Y | +5.7% | +160.1% | -154.4% | -22.7% |
| 10Y | 0.0% | +967.5% | -967.5% | -52.6% |
| All | +48.7% | +5,866.1% | -5,817.4% | -64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling