+317.1%
ARES vs LCID
-95.5%
+412.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LCID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.0% |
| 7D | -0.3% | +1.8% | -2.1% | -0.6% |
| 30D | +1.3% | -34.2% | +35.5% | +6.0% |
| 3M | +10.4% | -9.1% | +19.5% | +9.5% |
| 6M | +29.0% | -52.6% | +81.6% | +36.9% |
| YTD | -12.2% | -56.2% | +44.0% | -6.2% |
| 1Y | -18.4% | -74.9% | +56.4% | -8.1% |
| 3Y | +43.2% | -92.1% | +135.2% | +72.1% |
| 5Y | +102.6% | -97.6% | +200.1% | +167.9% |
| All | +317.1% | -95.5% | +412.5% | +496.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LCID.
Daily Out/Under-Performance
Portfolio return minus LCID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LCID 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 LCID 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