-6.9%
ARES vs LTH
+84.0%
-90.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +6.3% | -0.2% | +4.5% |
| 7D | +10.5% | +9.9% | +0.7% | +7.9% |
| 30D | +16.8% | +18.3% | -1.5% | +11.9% |
| 3M | -3.2% | +5.9% | -9.2% | -5.0% |
| 6M | +16.4% | +80.3% | -63.9% | -5.8% |
| YTD | -12.4% | +78.3% | -90.7% | -27.1% |
| 1Y | -6.9% | +81.0% | -87.9% | -22.9% |
| All | -6.9% | +84.0% | -90.9% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling