+1,164.6%
ARES vs LII
+434.9%
+729.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.1% | -1.5% |
| 7D | -1.7% | -0.7% | -0.9% | -1.4% |
| 30D | +0.3% | -12.6% | +12.9% | +6.1% |
| 3M | +8.5% | -24.4% | +32.9% | +20.2% |
| 6M | +23.5% | -28.7% | +52.2% | +39.1% |
| YTD | -11.2% | -19.1% | +7.9% | -6.0% |
| 1Y | -19.3% | -29.7% | +10.4% | -9.5% |
| 3Y | +48.7% | +4.8% | +43.9% | +35.5% |
| 5Y | +106.5% | +24.6% | +82.0% | +66.9% |
| 10Y | +1,055.3% | +169.2% | +886.1% | +605.1% |
| All | +1,164.6% | +434.9% | +729.7% | +569.2% |
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