+106.6%
ARES vs LDOS
+43.9%
+62.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -1.7% | -5.4% | +3.7% | +0.4% |
| 30D | +0.3% | +4.9% | -4.6% | -1.7% |
| 3M | +8.5% | +7.2% | +1.3% | +5.1% |
| 6M | +23.5% | -24.2% | +47.7% | +35.7% |
| YTD | -11.2% | -25.8% | +14.6% | -2.3% |
| 1Y | -19.3% | -24.7% | +5.4% | -11.8% |
| 3Y | +48.7% | +39.3% | +9.4% | +20.4% |
| All | +106.6% | +43.9% | +62.7% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LDOS.
Daily Out/Under-Performance
Portfolio return minus LDOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LDOS 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 LDOS 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