+36.1%
ARES vs LTH
+241.8%
-205.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.3% |
| 7D | +0.5% | -1.3% | +1.7% | +0.9% |
| 30D | +19.7% | +15.7% | +4.0% | +14.3% |
| 3M | -9.0% | +5.0% | -14.0% | -10.6% |
| 6M | +11.5% | +37.7% | -26.1% | -0.2% |
| YTD | -13.8% | +75.0% | -88.9% | -29.5% |
| 1Y | -5.6% | +82.6% | -88.2% | -23.9% |
| 3Y | +36.1% | +241.3% | -205.2% | +1.6% |
| All | +36.1% | +241.8% | -205.7% | +1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling