+1,101.7%
ARES vs LEN
+136.9%
+964.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +0.5% | -5.8% | +6.3% | +2.7% |
| 30D | +19.7% | +13.7% | +6.0% | +14.1% |
| 3M | -9.0% | -3.9% | -5.1% | -8.1% |
| 6M | +11.5% | -0.4% | +11.9% | +10.8% |
| YTD | -13.8% | -16.8% | +3.0% | -9.5% |
| 1Y | -5.6% | -29.5% | +23.9% | +5.0% |
| 3Y | +36.1% | -25.6% | +61.7% | +42.5% |
| 5Y | +82.7% | -13.2% | +95.9% | +75.2% |
| All | +1,101.7% | +136.9% | +964.8% | +714.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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