+1,164.6%
ARES vs LNT
+243.5%
+921.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | -1.7% | -0.1% | -1.6% | -1.6% |
| 30D | +0.3% | -3.2% | +3.4% | +1.4% |
| 3M | +8.5% | -4.1% | +12.5% | +9.8% |
| 6M | +23.5% | -4.6% | +28.0% | +24.9% |
| YTD | -11.2% | +7.0% | -18.2% | -14.3% |
| 1Y | -19.3% | +8.3% | -27.6% | -22.5% |
| 3Y | +48.7% | +51.0% | -2.3% | +23.8% |
| 5Y | +106.5% | +30.2% | +76.4% | +80.9% |
| 10Y | +1,055.3% | +143.6% | +911.7% | +812.7% |
| All | +1,164.6% | +243.5% | +921.1% | +879.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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