+1,164.6%
ARES vs LEN
+150.9%
+1,013.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.6% |
| 7D | -1.7% | -3.2% | +1.5% | -0.6% |
| 30D | +0.3% | -4.9% | +5.2% | +2.0% |
| 3M | +8.5% | -8.5% | +17.0% | +11.4% |
| 6M | +23.5% | -20.7% | +44.1% | +33.1% |
| YTD | -11.2% | -17.4% | +6.2% | -6.3% |
| 1Y | -19.3% | -38.2% | +19.0% | -6.3% |
| 3Y | +48.7% | -24.9% | +73.5% | +55.5% |
| 5Y | +106.5% | -11.4% | +118.0% | +99.2% |
| 10Y | +1,055.3% | +110.0% | +945.3% | +685.7% |
| All | +1,164.6% | +150.9% | +1,013.7% | +730.3% |
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 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