+1,157.4%
ARES vs LPLA
+658.2%
+499.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.3% |
| 7D | +0.8% | -3.2% | +3.9% | +2.0% |
| 30D | +16.7% | -8.6% | +25.3% | +19.9% |
| 3M | -2.6% | -18.7% | +16.0% | +4.3% |
| 6M | +13.0% | +4.5% | +8.4% | +9.8% |
| YTD | -11.7% | -15.3% | +3.6% | -7.3% |
| 1Y | -6.7% | -19.9% | +13.2% | 0.0% |
| 3Y | +40.5% | +33.4% | +7.1% | +24.8% |
| 5Y | +88.2% | +87.4% | +0.8% | +47.8% |
| 10Y | +1,131.0% | +800.4% | +330.5% | +561.2% |
| All | +1,157.4% | +658.2% | +499.2% | +613.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling