+82.7%
ARES vs LTH
+142.9%
-60.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.6% |
| 7D | +4.5% | +4.5% | +0.1% | +3.1% |
| 30D | +15.7% | +16.3% | -0.6% | +10.3% |
| 3M | -2.0% | +8.4% | -10.4% | -4.8% |
| 6M | +10.4% | +40.3% | -29.9% | -1.9% |
| YTD | -14.2% | +77.3% | -91.5% | -29.9% |
| 1Y | -7.8% | +88.0% | -95.7% | -26.1% |
| 3Y | +41.4% | +274.3% | -232.9% | -9.9% |
| All | +82.7% | +142.9% | -60.2% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling