+953.0%
ARES vs LH
+179.1%
+773.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.4% | +1.6% | -0.5% |
| 7D | -7.7% | -7.4% | -0.3% | -4.0% |
| 30D | -8.7% | -4.6% | -4.1% | -6.5% |
| 3M | +2.8% | +14.5% | -11.7% | -4.5% |
| 6M | +23.1% | +14.8% | +8.3% | +14.1% |
| YTD | -17.3% | +23.3% | -40.5% | -26.4% |
| 1Y | -24.3% | +13.6% | -37.9% | -30.0% |
| 3Y | +34.9% | +56.3% | -21.4% | +3.1% |
| 5Y | +93.5% | +25.2% | +68.3% | +64.1% |
| All | +953.0% | +179.1% | +773.9% | +490.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling