+102.6%
ARES vs LEN
-12.1%
+114.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | +0.6% |
| 7D | -0.3% | -2.9% | +2.5% | +0.9% |
| 30D | +1.3% | -8.9% | +10.2% | +5.4% |
| 3M | +10.4% | -10.9% | +21.3% | +15.3% |
| 6M | +29.0% | -19.7% | +48.7% | +40.7% |
| YTD | -12.2% | -20.6% | +8.4% | -4.8% |
| 1Y | -18.4% | -42.4% | +24.0% | +1.7% |
| 3Y | +43.2% | -26.5% | +69.7% | +44.7% |
| 5Y | +102.6% | -10.9% | +113.5% | +67.6% |
| All | +102.6% | -12.1% | +114.7% | +67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling