+1,216.8%
ARES vs LII
+162.0%
+1,054.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +1.1% |
| 7D | +4.5% | -0.6% | +5.2% | +4.9% |
| 30D | +15.7% | -4.6% | +20.3% | +17.7% |
| 3M | -2.0% | -21.2% | +19.2% | +8.4% |
| 6M | +10.4% | -36.4% | +46.9% | +31.9% |
| YTD | -14.2% | -28.9% | +14.7% | -4.1% |
| 1Y | -7.8% | -29.5% | +21.8% | +3.3% |
| 3Y | +41.4% | -8.6% | +50.0% | +35.5% |
| 5Y | +83.7% | +20.2% | +63.5% | +48.1% |
| All | +1,216.8% | +162.0% | +1,054.9% | +853.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling