+1,089.9%
ARES vs LEN
+136.8%
+953.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.2% | -2.2% |
| 7D | -0.3% | -8.7% | +8.4% | +3.0% |
| 30D | +15.3% | +11.6% | +3.7% | +10.7% |
| 3M | -5.4% | -1.3% | -4.1% | -5.3% |
| 6M | +10.0% | -1.4% | +11.5% | +9.7% |
| YTD | -14.7% | -16.9% | +2.2% | -10.3% |
| 1Y | -9.7% | -31.2% | +21.5% | +1.3% |
| 3Y | +35.8% | -25.6% | +61.4% | +42.2% |
| 5Y | +80.9% | -13.3% | +94.1% | +73.5% |
| All | +1,089.9% | +136.8% | +953.1% | +706.4% |
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