+1,121.7%
ARES vs LII
+370.1%
+751.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +1.0% |
| 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% | +8.1% |
| 6M | +10.4% | -36.4% | +46.9% | +31.3% |
| YTD | -14.2% | -28.9% | +14.7% | -4.4% |
| 1Y | -7.8% | -29.5% | +21.8% | +3.1% |
| 3Y | +41.4% | -8.6% | +50.0% | +36.5% |
| 5Y | +83.7% | +20.2% | +63.5% | +51.2% |
| 10Y | +1,204.1% | +166.2% | +1,037.9% | +709.4% |
| All | +1,121.7% | +370.1% | +751.6% | +581.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling