+36.1%
ARES vs LSCC
+99.6%
-63.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.5% | +6.5% | +2.3% |
| 7D | +0.5% | +7.0% | -6.5% | -1.4% |
| 30D | +19.7% | -2.3% | +22.0% | +19.0% |
| 3M | -9.0% | -12.5% | +3.5% | -7.4% |
| 6M | +11.5% | -10.6% | +22.1% | +10.5% |
| YTD | -13.8% | +52.7% | -66.5% | -28.4% |
| 1Y | -5.6% | +74.0% | -79.6% | -24.8% |
| 3Y | +36.1% | +104.8% | -68.7% | +1.7% |
| All | +36.1% | +99.6% | -63.5% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 3y: compounded portfolio wealth divided by compounded LSCC 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…
3y analysis · Full analysis span regression · 6 months rolling