+347.1%
LHX vs ARES
+1,181.8%
-834.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | -2.5% | -0.3% | -2.2% | -2.4% |
| 30D | -10.4% | +1.3% | -11.7% | -10.6% |
| 3M | -14.9% | +10.4% | -25.3% | -16.7% |
| 6M | -29.6% | +29.0% | -58.6% | -33.4% |
| YTD | -11.8% | -12.2% | +0.4% | -10.8% |
| 1Y | -5.1% | -18.4% | +13.4% | -2.9% |
| 3Y | +61.3% | +43.2% | +18.1% | +43.3% |
| 5Y | +22.4% | +102.6% | -80.2% | -1.9% |
| 10Y | +232.2% | +1,029.6% | -797.4% | +90.3% |
| All | +347.1% | +1,181.8% | -834.7% | +141.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling