+39.3%
ARES vs LEN
-26.2%
+65.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.2% |
| 7D | -2.7% | -3.4% | +0.7% | -1.7% |
| 30D | -2.4% | -5.7% | +3.3% | -0.7% |
| 3M | +3.9% | -12.2% | +16.1% | +7.5% |
| 6M | +26.4% | -18.3% | +44.7% | +33.0% |
| YTD | -14.9% | -20.2% | +5.3% | -10.4% |
| 1Y | -20.4% | -40.1% | +19.6% | -9.6% |
| All | +39.3% | -26.2% | +65.5% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling