+97.0%
ARES vs LH
+28.2%
+68.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.5% |
| 7D | -2.7% | -3.2% | +0.5% | -1.1% |
| 30D | -2.4% | +0.1% | -2.5% | -2.5% |
| 3M | +3.9% | +18.6% | -14.7% | -5.0% |
| 6M | +26.4% | +17.9% | +8.5% | +15.9% |
| YTD | -14.9% | +28.9% | -43.8% | -25.9% |
| 1Y | -20.4% | +16.6% | -37.0% | -27.2% |
| 3Y | +38.8% | +63.6% | -24.8% | +2.3% |
| 5Y | +97.0% | +30.0% | +67.0% | +60.6% |
| All | +97.0% | +28.2% | +68.8% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling