+102.7%
ARES vs LTH
+174.8%
-72.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.2% | +0.8% | -2.0% |
| 7D | -0.3% | -4.6% | +4.3% | +1.1% |
| 30D | +15.3% | +14.8% | +0.5% | +10.4% |
| 3M | -5.4% | +3.9% | -9.3% | -6.8% |
| 6M | +10.0% | +35.5% | -25.5% | -0.9% |
| YTD | -14.7% | +71.3% | -86.0% | -29.3% |
| 1Y | -9.7% | +75.7% | -85.4% | -25.8% |
| 3Y | +35.8% | +231.9% | -196.1% | -9.2% |
| 5Y | +80.9% | +130.5% | -49.6% | +17.5% |
| All | +102.7% | +174.8% | -72.2% | +31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling