+222.0%
LHX vs ARES
+979.8%
-757.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | -4.3% | -6.1% | +1.8% | -3.1% |
| 30D | -15.1% | -7.5% | -7.6% | -13.9% |
| 3M | -21.0% | +0.1% | -21.1% | -21.3% |
| 6M | -32.0% | +30.3% | -62.3% | -35.9% |
| YTD | -15.3% | -16.6% | +1.3% | -13.4% |
| 1Y | -11.1% | -26.1% | +15.0% | -7.0% |
| 3Y | +54.0% | +36.4% | +17.6% | +36.4% |
| 5Y | +17.1% | +95.0% | -77.9% | -7.7% |
| All | +222.0% | +979.8% | -757.8% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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