+18.5%
LHX vs ARES
+90.2%
-71.8%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.5% |
| 7D | -4.8% | -7.7% | +2.9% | -3.9% |
| 30D | -12.7% | -8.7% | -4.0% | -11.8% |
| 3M | -17.6% | +2.8% | -20.5% | -18.1% |
| 6M | -30.7% | +23.1% | -53.8% | -32.8% |
| YTD | -14.3% | -17.3% | +2.9% | -12.8% |
| 1Y | -8.4% | -24.3% | +15.9% | -5.8% |
| 3Y | +56.7% | +34.9% | +21.7% | +44.8% |
| 5Y | +18.5% | +93.5% | -75.0% | +1.4% |
| All | +18.5% | +90.2% | -71.8% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling