+1,164.6%
ARES vs LDOS
+511.4%
+653.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LDOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -1.7% | -5.4% | +3.7% | +0.5% |
| 30D | +0.3% | +4.9% | -4.6% | -1.8% |
| 3M | +8.5% | +7.2% | +1.3% | +5.0% |
| 6M | +23.5% | -24.2% | +47.7% | +36.4% |
| YTD | -11.2% | -25.8% | +14.6% | -1.7% |
| 1Y | -19.3% | -24.7% | +5.4% | -11.3% |
| 3Y | +48.7% | +39.3% | +9.4% | +23.8% |
| 5Y | +106.5% | +43.3% | +63.2% | +67.9% |
| 10Y | +1,055.3% | +278.6% | +776.8% | +627.9% |
| All | +1,164.6% | +511.4% | +653.2% | +669.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling