+1,568.0%
LITE vs ARES
+1,100.6%
+467.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.3% | -0.3% | -2.0% |
| 7D | +22.6% | -0.3% | +22.9% | +22.9% |
| 30D | -36.8% | +15.3% | -52.1% | -41.6% |
| 3M | -33.0% | -5.4% | -27.6% | -32.3% |
| 6M | -37.1% | +10.0% | -47.1% | -41.8% |
| YTD | +69.5% | -14.7% | +84.1% | +72.5% |
| 1Y | +146.1% | -9.7% | +155.8% | +143.3% |
| 3Y | +1,440.8% | +35.8% | +1,405.0% | +1,160.9% |
| 5Y | +580.4% | +80.9% | +499.6% | +365.5% |
| All | +1,568.0% | +1,100.6% | +467.4% | +440.1% |
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