+1,131.0%
ARES vs LPLA
+797.0%
+333.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.1% |
| 7D | +0.8% | -3.2% | +3.9% | +2.3% |
| 30D | +16.7% | -8.6% | +25.3% | +20.6% |
| 3M | -2.6% | -18.7% | +16.0% | +5.9% |
| 6M | +13.0% | +4.5% | +8.4% | +8.9% |
| YTD | -11.7% | -15.3% | +3.6% | -6.5% |
| 1Y | -6.7% | -19.9% | +13.2% | +1.4% |
| 3Y | +40.5% | +33.4% | +7.1% | +19.6% |
| 5Y | +88.2% | +87.4% | +0.8% | +34.6% |
| 10Y | +1,131.0% | +800.4% | +330.5% | +393.4% |
| All | +1,131.0% | +797.0% | +333.9% | +393.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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