+356.7%
LIN vs ARES
+1,196.0%
-839.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -2.1% | -1.7% | -0.4% | -1.8% |
| 30D | -2.4% | +0.3% | -2.7% | -2.6% |
| 3M | -5.6% | +8.5% | -14.1% | -7.8% |
| 6M | -3.4% | +23.5% | -26.9% | -9.3% |
| YTD | +13.1% | -11.2% | +24.3% | +14.3% |
| 1Y | +2.5% | -19.3% | +21.8% | +5.5% |
| 3Y | +27.6% | +48.7% | -21.1% | +8.4% |
| 5Y | +63.0% | +106.5% | -43.5% | +23.5% |
| 10Y | +359.3% | +1,055.3% | -696.1% | +150.9% |
| All | +356.7% | +1,196.0% | -839.3% | +139.5% |
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