-24.3%
ARES vs LH
+11.8%
-36.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.4% | +1.6% | -1.5% |
| 7D | -7.7% | -7.4% | -0.3% | -5.7% |
| 30D | -8.7% | -4.6% | -4.1% | -7.5% |
| 3M | +2.8% | +14.5% | -11.7% | -0.8% |
| 6M | +23.1% | +14.8% | +8.3% | +18.6% |
| YTD | -17.3% | +23.3% | -40.5% | -22.2% |
| 1Y | -24.3% | +13.6% | -37.9% | -29.4% |
| All | -24.3% | +11.8% | -36.1% | -29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling