+1,171.2%
ARES vs LEN
+161.8%
+1,009.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | +1.8% |
| 7D | +8.1% | +0.7% | +7.5% | +7.8% |
| 30D | +18.9% | +13.0% | +5.9% | +13.8% |
| 3M | +2.3% | +1.9% | +0.4% | +1.2% |
| 6M | +12.7% | -0.7% | +13.4% | +12.1% |
| YTD | -10.8% | -13.8% | +3.1% | -7.6% |
| 1Y | -5.3% | -28.1% | +22.8% | +4.1% |
| 3Y | +42.0% | -22.8% | +64.9% | +46.9% |
| 5Y | +88.3% | -7.4% | +95.6% | +78.2% |
| 10Y | +1,148.2% | +143.7% | +1,004.5% | +714.0% |
| All | +1,171.2% | +161.8% | +1,009.4% | +718.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling